Balanced Explorative and Exploitative Search with Estimation for Simulation Optimization.
Sigrún AndradóttirAndrei A. PrudiusPublished in: INFORMS J. Comput. (2009)
Keyphrases
- search algorithm
- optimization problems
- search space
- optimization process
- simulation model
- search methods
- global optimization
- random search
- fine tuning
- search efficiency
- optimization method
- parameter estimation
- neural network
- simulation study
- data sets
- optimization algorithm
- search queries
- monte carlo simulation
- lower bound
- constrained optimization
- global search
- estimation accuracy
- objective function
- genetic algorithm