DocumentCode
2547412
Title
A review of simulation optimization techniques
Author
Andradóttir, Sigrún
Author_Institution
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Volume
1
fYear
1998
fDate
13-16 Dec 1998
Firstpage
151
Abstract
We present a review of methods for optimizing stochastic systems using simulation. The focus is on gradient based techniques for optimization with respect to continuous decision parameters and on random search methods for optimization with respect to discrete decision parameters
Keywords
bibliographies; decision theory; gradient methods; optimisation; search problems; simulation; stochastic systems; continuous decision parameters; discrete decision parameters; gradient based techniques; random search methods; simulation optimization techniques; stochastic system optimization; Computational modeling; Distribution functions; Equations; Finite difference methods; Frequency domain analysis; Jacobian matrices; Random variables; Stochastic processes; Transforms;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1998. Winter
Conference_Location
Washington, DC
Print_ISBN
0-7803-5133-9
Type
conf
DOI
10.1109/WSC.1998.744910
Filename
744910
Link To Document