05-042/4 - Automated Response Surface Methodology for Stochastic Optimization Models with Unknown Variance


  • Authors
    Robin P. Nicolai, Faculty of Economics, Erasmus Universiteit Rotterdam; Rommert Dekker, Faculty of Economics, Erasmus Universiteit Rotterdam
  • Publication date
    April 29, 2005
  • Keywords
    Response Surface Methodology; Simulation Optimization
  • JEL
    C61