Bayesian simulation optimization with input uncertainty.
Michael PearceJürgen BrankePublished in: WSC (2017)
Keyphrases
- decision theory
- dempster shafer
- stochastic simulation
- simulation model
- bayesian networks
- input data
- inherent uncertainty
- efficient optimization
- global optimization
- optimization methods
- monte carlo sampling
- robust optimization
- stochastic programming
- constrained optimization
- optimization process
- uncertain data
- simulation study
- maximum likelihood
- data driven
- artificial intelligence
- bayesian inference
- possibility theory
- simulation environment
- belief functions
- gaussian processes
- neural network
- combinatorial optimization
- optimization method
- particle swarm optimization
- genetic algorithm