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A Practical Approach to Sample-path Simulation Optimization
We propose solving continuous parametric simulation optimizations using a deterministic nonlinear optimiza- tion algorithm and sample-path simulations. The op- timization problem is written in a modeling language with ...
SIMULATION OPTIMIZATION BASED ON A HETEROGENEOUS COMPUTING ENVIRONMENT
We solve a simulation optimization using a deterministic nonlinear solver based on the sample-path concept. The method used a quadratic model built from a collection of surrounding simulation points. The scheme does not ...