Optimization via simulation: A review

This publication has 93 references indexed in Scilit:

• A new algorithm for stochastic optimization
  Published by Institute of Electrical and Electronics Engineers (IEEE) ,2002
• Infinitesimal perturbation analysis for second derivative estimation and design of manufacturing flow controllers
  Journal of Optimization Theory and Applications, 1994
• Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times
  SIAM Journal on Control and Optimization, 1993
• Perturbation Analysis for the Design of Flexible Manufacturing System Flow Controllers
  Operations Research, 1992
• Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods
  Operations Research, 1992
• On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
  Queueing Systems, 1992
• Adaptive Algorithms and Stochastic Approximations
  Published by Springer Nature ,1990
• On-line sensitivity analysis of Markov chains
  IEEE Transactions on Automatic Control, 1989
• Optimization of stochastic simulation models
  Mathematics and Computers in Simulation, 1980
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
  The Annals of Mathematical Statistics, 1954