Browse Dept. of Industrial and Enterprise Systems Engineering by Contributor "Zhou, Enlu"
Now showing items 1-5 of 5
(2012-02-01)This dissertation mainly focuses on coordinated pricing and inventory management problems, where the related background is provided in Chapter 1. Several periodic-review models are then discussed in Chapters 2,3,4 and 5, ...
(2011-08-26)This thesis briefly reviews the important methods involved in solving the best design selection problem in the discrete-event system simulation. The selection of one or several best designs is a common problem people meet ...
(2015-04-14)Model-based optimization methods are effective for solving optimization problems with little structure, such as convexity and differentiability. Such algorithms iteratively find candidate solutions by generating samples ...
Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization (2013-08-22)Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve problems arising from stochastic convex optimization, stochastic ...
(2013-05-24)This dissertation is devoted to high performance numerical methods for option valuation and model calibration in L´evy process and stochastic volatility models. In the first part, a numerical scheme for simulating from an ...