Stochastically Constrained Simulation Optimization On Mixed-Integer Spaces
We consider the problem of identifying solutions to a stochastic system under multiple constraints. The objective function and the constraints are expressed in terms of performance measures of the system that are observable only via a simulation model parameterized by a finite number of decision var...
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Format: | Others |
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Virginia Tech
2014
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Online Access: | http://hdl.handle.net/10919/50614 |