Stochastic Simulation Optimization - An Optimal Computing Budget Allocation

By Chun-Hung Chen, L. Lee. System Engineering and Operations Research, 2010

408 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/9b19cedec39742d068ab89bbfccb176532d4ab42

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The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Tito Homem-de-Mello
2. Nikolaos V. Sahinidis
3. Güzin Bayraksan
4. Satyajith Amaran
5. Scott J. Bury
6. Bikram Sharda
7. Viknesh Andiappan
8. Emily L. Tucker

Citations in the corpus

• Simulation optimization: a review of algorithms and applications (2014, background): “opics for research. 1.1 Prior reviews of simulation optimization Several review papers (cf. [135, 99, 174, 15, 59, 29, 7, 16, 191, 61, 60, 194, 62, 9, 88, 5, 152]), books and research monographs (cf. [186, 171, 115, 35]), and theses (cf. [12, 53, 45, 30, 58, 104]) have traced the development of simu”
• Monte Carlo sampling-based methods for stochastic optimization (2014, background): “There is a growing literature in the recent years that extend the simulation optimization methods to problems with expected-value constraints; see, e.g., Andradóttir and Kim [6], Batur and Kim [17], Lee et al. [148], Hunter and Pasupathy [119].”