"Gradient-based simulation optimization under probability constraints."

Laetitia Andrieu, Guy Cohen, Felisa J. Vázquez-Abad (2011)

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DOI: 10.1016/J.EJOR.2011.01.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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Laetitia Andrieu, Guy Cohen, Felisa J. Vázquez-Abad:
Gradient-based simulation optimization under probability constraints. Eur. J. Oper. Res. 212(2): 345-351 (2011)

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