Application of stochastic approximation methods for stochastic computer models calibration

• Main Authors: Yuan, J., Ng, S.H., Tsui, K.L.
• Other Authors: INDUSTRIAL & SYSTEMS ENGINEERING
• Format: Conference or Workshop Item
• Published: 2014
• Subjects: Finite difference SA; Microsimulation model; Simultaneous perturbation SA; Stochastic approximation; Stochastic computer model calibration
• Online Access: http://scholarbank.nus.edu.sg/handle/10635/72287
• Institution: National University of Singapore

10.1109/IEEM.2010.5674279