Title :
A review of simulation optimization techniques
Author :
Andradóttir, Sigrún
Author_Institution :
Sch. of Ind. & Syst. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
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;
Conference_Titel :
Simulation Conference Proceedings, 1998. Winter
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-5133-9
DOI :
10.1109/WSC.1998.744910
