Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/156087
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dc.titleSINGLE-RUN SIMULATION OPTIMIZATION THROUGH TIME DILATION AND OPTIMAL COMPUTING BUDGET ALLOCATION AND SOME APPLICATIONS
dc.contributor.authorZHU YINCHAO
dc.date.accessioned2019-07-01T18:04:44Z
dc.date.available2019-07-01T18:04:44Z
dc.date.issued2018-08-15
dc.identifier.citationZHU YINCHAO (2018-08-15). SINGLE-RUN SIMULATION OPTIMIZATION THROUGH TIME DILATION AND OPTIMAL COMPUTING BUDGET ALLOCATION AND SOME APPLICATIONS. ScholarBank@NUS Repository.
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/156087
dc.description.abstractDiscrete event simulation has been widely applied to study the behavior of stochastic systems, for which no analytical solutions can be formulated. In fact, Simulation-Optimization techniques are employed to identify the system configuration which can maximize the expected system performance when this can only be estimated by running a simulator. This thesis looks into simulation-based optimization when a finite number of solutions are available and object is to identify the best. Time-dilation(TD) is the base technique employed in this thesis to combine single simulations to a concurrent one and it provides the approach to allocate computing resource respectively to different configurations. Combinations of TD with Optimal Computing Budget Allocation(OCBA) and other allocation rules are studied. Variance estimation in single run simulation environment is discussed. Performance of the method is studied through theoretical and real-life cases.
dc.language.isoen
dc.subjectSimulation Optimization, Ranking & Selection, Discrete Event Simulation, Time Dilation, Optimal Computing Budget Allocation, Variance Estimation
dc.typeThesis
dc.contributor.departmentINDUSTRIAL SYSTEMS ENGINEERING & MGT
dc.contributor.supervisorLEE LOO HAY
dc.description.degreePh.D
dc.description.degreeconferredDOCTOR OF PHILOSOPHY
Appears in Collections:Ph.D Theses (Open)

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