Quantile simulation Optimization with stochastic Co-Kriging Model.
Songhao WangSzu Hui NgWilliam Benjamin HaskellPublished in: WSC (2018)
Keyphrases
- mathematical model
- simulation model
- stochastic programming
- statistical model
- high level
- optimization model
- objective function
- decision trees
- prior knowledge
- prediction model
- analytical model
- agent model
- stochastic optimization
- stochastic process
- simulation models
- stochastic model
- simulation environment
- parameter estimation
- optimization process
- formal model
- global optimization
- least squares
- optimization problems