A Hybrid of Shrinking Ball Method and Optimal Large Deviation Rate Estimation in Continuous Contextual Simulation Optimization with Single Observation

Xiao Jin, Yichi Shen, Loo Hay Lee, Ek Peng Chew, Christine A. Shoemaker. A Hybrid of Shrinking Ball Method and Optimal Large Deviation Rate Estimation in Continuous Contextual Simulation Optimization with Single Observation. In Winter Simulation Conference, WSC 2020, Orlando, FL, USA, December 14-18, 2020. pages 2996-3007, IEEE, 2020. [doi]

Abstract

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