Minghua Hsieh, Peter W. Glynn. Recent advances in simulation optimization: confidence regions for stochastic approximation algorithms. In Jane L. Snowdon, John M. Charnes, editors, Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, San Diego, California, USA, December 8-11, 2002. pages 370-376, ACM, 2002. [doi]
Abstract is missing.