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Handbook Of Simulation Optimization
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PRODUCT INFORMATION

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    Specifications

    Category Type
    Business Strategy
    ISBN
    9781493913831.0
    Item EAN
    2724330359215
    People
    Author
    Michael C. Fu
    People
    Publisher
    Springer
    Category Type
    Business Strategy
    ISBN
    9781493913831.0
    Item EAN
    2724330359215
    People
    Author
    Michael C. Fu
    People
    Publisher
    Springer
    Languages and countries
    Book Language
    English
    Read more
  •  

    Description:

    The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading

    The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes.

    This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.

 

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