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Simulation optimization: a review of algorithms and applications

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    Simulation optimization: a review of algorithms and applications

    Simulation optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a partic...

    Satyajith Amaran, Nikolaos V. Sahinidis, Bikram Sharda… in Annals of Operations Research (2016)

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