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Stochastic simulation optimization : an optimal computing budget allocation / Chun-Hung Chen, Loo Hay Lee.
- Format:
- Book
- Author/Creator:
- Chen, Chun-hung.
- Series:
- System engineering and operations research ; v. 1.
- System engineering and operations research ; v. 1
- Language:
- English
- Subjects (All):
- Systems engineering--Simulation methods.
- Systems engineering.
- Stochastic processes.
- Mathematical optimization.
- Physical Description:
- 1 online resource (248 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Singapore ; Hackensack, N.J. : World Scientific, c2011.
- Language Note:
- English
- Summary:
- With the advance of new computing technology, simulation is becoming very popular for designing large, complex, and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be v
- Contents:
- Foreword; Preface; Acknowledgments; Contents; 1. Introduction to Stochastic Simulation Optimization; 2. Computing Budget Allocation; 3. Selecting the Best from a Set of Alternative Designs; 4. Numerical Implementation and Experiments; 5. Selecting An Optimal Subset; 6. Multi-objective Optimal Computing Budget Allocation; 7. Large-Scale Simulation and Optimization; 8. Generalized OCBA Framework and Other Related Methods; Appendix A: Fundamentals of Simulation; Appendix B: Basic Probability and Statistics; Appendix C: Some Proofs in Chapter 6; Appendix D: Some OCBA Source Codes; References
- Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references (p. 219-224) and index.
- ISBN:
- 9786613143860
- 9781628702309
- 1628702303
- 9781283143868
- 1283143860
- 9789814282659
- 9814282650
- OCLC:
- 741492814
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