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A Hybrid of Shrinking Ball Method and Optimal Large Deviation Rate Estimation in Continuous Contextual Simulation Optimization with Single Observation.

Xiao JinYichi ShenLoo Hay LeeEk Peng ChewChristine A. Shoemaker
Published in: WSC (2020)
Keyphrases
  • dynamic programming
  • optimal solution
  • feature space
  • support vector machine
  • combinatorial optimization