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Simulation optimization: a review of algorithms and applications
2014
4OR
Simulation optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation-discrete or continuous decisions, expensive or cheap simulations, single or multiple outputs, homogeneous or heterogeneous noise-various algorithms have been proposed in the literature. As one can imagine, there exist several competing algorithms for each of these classes
doi:10.1007/s10288-014-0275-2
fatcat:vhxf65lcpvhibgka3fm7q2avfu