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Simulation optimization of stochastic systems with integer variables by sequential linearization.

S. J. AbspoelL. F. P. EtmanJ. VervoortJacobus E. Rooda
Published in: WSC (2000)
Keyphrases
  • stochastic systems
  • stochastic models
  • mixed integer
  • sample path
  • integer variables
  • optimization problems
  • confidence intervals
  • network design problem
  • maximum likelihood
  • mathematical model
  • evolutionary algorithm