Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets

Susan R. Hunter
Susan R. Hunter
[email protected]
School of Operations Research and Information Engineering, Cornell University, Ithaca, New York 14853
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,
Raghu Pasupathy
Raghu Pasupathy
[email protected]
The Grado Department of Industrial and Systems Engineering, Virginia Tech, Blacksburg, Virginia 24061
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Susan R. Hunter

[email protected]

School of Operations Research and Information Engineering, Cornell University, Ithaca, New York 14853

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Raghu Pasupathy

[email protected]

The Grado Department of Industrial and Systems Engineering, Virginia Tech, Blacksburg, Virginia 24061

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Published Online:14 Sep 2012https://doi.org/10.1287/ijoc.1120.0519

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ijoc.1120.0519-sm-online-supplement.pdf (213 KB)

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cover image INFORMS Journal on Computing

Volume 25, Issue 3

Summer 2013

Pages 395-598

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Received:March 01, 2011
Accepted:May 01, 2012
Published Online:September 14, 2012

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Susan R. Hunter, Raghu Pasupathy, (2012) Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets. INFORMS Journal on Computing 25(3):527-542.

https://doi.org/10.1287/ijoc.1120.0519

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Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets

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