L. Jeff Hong's Research Group
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Optimization via simulation using Gaussian process-based search
Sun, L., L. J. Hong and Z. Hu
January 2011
PDF
Project
Type
Conference paper
Publication
Proceedings of the 2011 Winter Simulation Conference, pp.4134-4145
Simulation Optimization
Related
A new likelihood ratio method for training artificial neural networks
Gaussian process based search for continuous optimization via simulation
Large-scale inventory optimization: A recurrent-neural-networks-inspired simulation approach
Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
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