Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
- Somayeh Moazeni,
Corresponding Author
Somayeh Moazeni
[email protected]School of Systems and Enterprises, Stevens Institute of Technology, Hoboken, New Jersey 07030
- Warren B. Powell,
Warren B. Powell
[email protected]Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
- Boris Defourny,
Boris Defourny
[email protected]Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015
- Belgacem Bouzaiene-Ayari
Belgacem Bouzaiene-Ayari
[email protected]Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
Corresponding Author
Somayeh Moazeni
[email protected]School of Systems and Enterprises, Stevens Institute of Technology, Hoboken, New Jersey 07030
Warren B. Powell
[email protected]Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
Boris Defourny
[email protected]Department of Industrial and Systems Engineering, Lehigh University, Bethlehem, Pennsylvania 18015
Belgacem Bouzaiene-Ayari
[email protected]Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08544
Supplemental Material
ijoc.2016.0733-sm.pdf (338 KB)
