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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Bibliographic Details
Main Author: Nagaraj, Kalyani Shankar
Other Authors: Industrial and Systems Engineering
Format: Others
Published: Virginia Tech 2014
Subjects:
Online Access:http://hdl.handle.net/10919/50614