Simulation optimization: a review of algorithms and applications

Simulation optimization refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation—discrete or continuous decisions, expensive or cheap simulations, single or mult...

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Vydáno v:	4OR Ročník 12; číslo 4; s. 301 - 333
Hlavní autoři:	Amaran, Satyajith, Sahinidis, Nikolaos V., Sharda, Bikram, Bury, Scott J.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2014 Springer Nature B.V
Témata:	Algebra Algorithms Business and Management Industrial and Production Engineering Invited Survey Mathematical functions Mathematical programming Operations research Operations Research/Decision Theory Optimization R&D Random variables Research & development Simulation Software 90-02 Operations research, mathematical programming: Research exposition (monographs, survey articles) 90C56 Derivative-free methods and methods using generalized derivatives Simulation optimization Optimization via simulation Derivative-free optimization 65-02 Numerical analysis: Research exposition (monographs, survey articles)
ISSN:	1619-4500, 1614-2411
On-line přístup:	Získat plný text
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