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...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Singapore :
World Scientific,
2010.
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Colección: | Stochastic Simulation Optimization.
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Temas: | |
Acceso en línea: | Texto completo |
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. |
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Descripción Física: | 1 online resource (248 pages) |
ISBN: | 9789814282659 9814282650 1283143860 9781283143868 |