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- W1979432659 abstract "In this paper we show how an optimization problem involving the expected performance of a stochastic system can be estimated using a single simulation experiment. The proposed method is based on a probability measure transformation and generation of a stochastic counterpart to the deterministic optimization program. Statistical properties of the derived estimators are discussed and examples are given." @default.
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- W1979432659 date "1990-10-01" @default.
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- W1979432659 title "Optimization of static simulation models by the score function method" @default.
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- W1979432659 doi "https://doi.org/10.1016/0378-4754(90)90142-6" @default.
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