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Issues on simulation and optimization I: simulation-based retrospective optimization of stochastic systems: a family of algorithms.

Jihong JinBruce W. Schmeiser
Published in: WSC (2003)
Keyphrases
  • optimization problems
  • stochastic systems
  • combinatorial optimization
  • learning algorithm
  • optimization algorithm
  • constrained optimization
  • objective function
  • special case
  • supply chain
  • worst case
  • evaluation measures