Cargando…

Stochastic Simulation Optimization : an Optimal Computing Budget Allocation.

With the advance of new computing technology, simulation is becoming very popular for designing large, complex, and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chen, Chun-Hung
Otros Autores: Lee, Loo Hay
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2010.
Colección:Stochastic Simulation Optimization.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:With the advance of new computing technology, simulation is becoming very popular for designing large, complex, and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be v.
Descripción Física:1 online resource (248 pages)
ISBN:9789814282659
9814282650
1283143860
9781283143868