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Title: Stochastic systems simulation optimization
Authors: Chen, C.-H.
Shi, L.
Lee, L.H. 
Keywords: computing budget allocation
discrete-event systems
ranking and selection
simulation optimization
simulation-based decision making
Issue Date: Sep-2011
Citation: Chen, C.-H.,Shi, L.,Lee, L.H. (2011-09). Stochastic systems simulation optimization. Frontiers of Electrical and Electronic Engineering in China 6 (3) : 468-480. ScholarBank@NUS Repository.
Abstract: With the advance of new computational technology, stochastic systems simulation and optimization has become increasingly a popular subject in both academic research and industrial applications. This paper presents some of recent developments about the problem of optimizing a performance function from a simulation model. We begin by classifying different types of problems and then provide an overview of the major approaches, followed by a more in-depth presentation of two specific areas: optimal computing budget allocation and the nested partitions method. © 2011 Higher Education Press and Springer-Verlag Berlin Heidelberg.
Source Title: Frontiers of Electrical and Electronic Engineering in China
ISSN: 16733460
DOI: 10.1007/s11460-011-0168-5
Appears in Collections:Staff Publications

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