Kuo-Hao Chang. A direct search method for unconstrained quantile-based simulation optimization. European Journal of Operational Research, 246(2):487-495, 2015. [doi]
@article{Chang15-14,
title = {A direct search method for unconstrained quantile-based simulation optimization},
author = {Kuo-Hao Chang},
year = {2015},
doi = {10.1016/j.ejor.2015.05.010},
url = {http://dx.doi.org/10.1016/j.ejor.2015.05.010},
researchr = {https://researchr.org/publication/Chang15-14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {246},
number = {2},
pages = {487-495},
}