@inproceedings{kimhen08,
	abstract = {Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variables are continuous. We discuss verifiable conditions under which the objective function is continuous or differentiable, and outline some key properties of two classes of methods for solving such problems, namely sample-average approximation and stochastic approximation.},
	address = {Piscataway NJ},
	author = {Sujin Kim and S.~G.\ Henderson},
	booktitle = {Proceedings of the 2008 Winter Simulation Conference},
	date-added = {2016-01-10 16:07:54 +0000},
	date-modified = {2016-01-10 16:07:54 +0000},
	editor = {S.~J.\ Mason and R.~R.\ Hill and L.\ Moench and O.\ Rose},
	organization = {IEEE},
	pages = {122--132},
	title = {The mathematics of continuous-variable simulation optimization},
	url_paper = {pubs/MathSimOpt.pdf},
	year = {2008}}

{"_id":"E7K3XS6A3hbgdSo2t","bibbaseid":"kim-henderson-themathematicsofcontinuousvariablesimulationoptimization-2008","downloads":1,"creationDate":"2016-01-10T16:41:19.360Z","title":"The mathematics of continuous-variable simulation optimization","author_short":["Kim, S.","Henderson, S."],"year":2008,"bibtype":"inproceedings","biburl":"https://people.orie.cornell.edu/shane/ShanePubs.bib","bibdata":{"bibtype":"inproceedings","type":"inproceedings","abstract":"Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variables are continuous. We discuss verifiable conditions under which the objective function is continuous or differentiable, and outline some key properties of two classes of methods for solving such problems, namely sample-average approximation and stochastic approximation.","address":"Piscataway NJ","author":[{"firstnames":["Sujin"],"propositions":[],"lastnames":["Kim"],"suffixes":[]},{"firstnames":["S. G.\\"],"propositions":[],"lastnames":["Henderson"],"suffixes":[]}],"booktitle":"Proceedings of the 2008 Winter Simulation Conference","date-added":"2016-01-10 16:07:54 +0000","date-modified":"2016-01-10 16:07:54 +0000","editor":[{"firstnames":["S. J.\\"],"propositions":[],"lastnames":["Mason"],"suffixes":[]},{"firstnames":["R. R.\\"],"propositions":[],"lastnames":["Hill"],"suffixes":[]},{"firstnames":["L.\\"],"propositions":[],"lastnames":["Moench"],"suffixes":[]},{"firstnames":["O.\\"],"propositions":[],"lastnames":["Rose"],"suffixes":[]}],"organization":"IEEE","pages":"122–132","title":"The mathematics of continuous-variable simulation optimization","url_paper":"pubs/MathSimOpt.pdf","year":"2008","bibtex":"@inproceedings{kimhen08,\n\tabstract = {Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variables are continuous. We discuss verifiable conditions under which the objective function is continuous or differentiable, and outline some key properties of two classes of methods for solving such problems, namely sample-average approximation and stochastic approximation.},\n\taddress = {Piscataway NJ},\n\tauthor = {Sujin Kim and S.~G.\\ Henderson},\n\tbooktitle = {Proceedings of the 2008 Winter Simulation Conference},\n\tdate-added = {2016-01-10 16:07:54 +0000},\n\tdate-modified = {2016-01-10 16:07:54 +0000},\n\teditor = {S.~J.\\ Mason and R.~R.\\ Hill and L.\\ Moench and O.\\ Rose},\n\torganization = {IEEE},\n\tpages = {122--132},\n\ttitle = {The mathematics of continuous-variable simulation optimization},\n\turl_paper = {pubs/MathSimOpt.pdf},\n\tyear = {2008}}\n\n","author_short":["Kim, S.","Henderson, S."],"editor_short":["Mason, S.","Hill, R.","Moench, L.","Rose, O."],"key":"kimhen08","id":"kimhen08","bibbaseid":"kim-henderson-themathematicsofcontinuousvariablesimulationoptimization-2008","role":"author","urls":{" paper":"https://people.orie.cornell.edu/shane/pubs/MathSimOpt.pdf"},"metadata":{"authorlinks":{"henderson, s":"https://people.orie.cornell.edu/shane/"}},"downloads":1},"search_terms":["mathematics","continuous","variable","simulation","optimization","kim","henderson"],"keywords":[],"authorIDs":["Rzrm76FFjE8xtscXR"],"dataSources":["ZCuKDjctePZJeeaBw","SEqonpKnx4miWre2P"]}