The mathematics of continuous-variable simulation optimization

Sujin Kim, Shane G. Henderson. The mathematics of continuous-variable simulation optimization. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 122-132, WSC, 2008. [doi]

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