Stochastic Simulation Optimization : an Optimal Computing Budget Allocation.

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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...

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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:
Mathematical optimization.
Stochastic processes.
Systems engineering > Simulation methods.
Optimisation mathématique.
Processus stochastiques.
Ingénierie des systèmes > Méthodes de simulation.
Mathematical optimization
Stochastic processes
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Foreword; Preface; Acknowledgments; Contents; 1. Introduction to Stochastic Simulation Optimization; 2. Computing Budget Allocation; 3. Selecting the Best from a Set of Alternative Designs; 4. Numerical Implementation and Experiments; 5. Selecting An Optimal Subset; 6. Multi-objective Optimal Computing Budget Allocation; 7. Large-Scale Simulation and Optimization; 8. Generalized OCBA Framework and Other Related Methods; Appendix A: Fundamentals of Simulation; Appendix B: Basic Probability and Statistics; Appendix C: Some Proofs in Chapter 6; Appendix D: Some OCBA Source Codes; References.

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