Informational Approach to Global Optimization with Input Uncertainty for Homoscedastic Stochastic Simulation

Haowei Wang, Jun Yuan, Szu-Hui Ng. Informational Approach to Global Optimization with Input Uncertainty for Homoscedastic Stochastic Simulation. In 2018 IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2018, Bangkok, Thailand, December 16-19, 2018. pages 1396-1400, IEEE, 2018. [doi]

Abstract

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