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Stochastic systems simulation optimization |
Chun-Hung CHEN1( ), Leyuan SHI2, Loo Hay LEE3 |
| 1. Department of Systems Engineering and Operations Research, George Mason University, Fairfax, VA 22030, USA; 2. Department of Industrial and Systems Engineering, University of Wisconsin, Madison, WI 53706-1572, USA; 3. Department of Industrial and Systems Engineering, National University of Singapore, Singapore 117576, Singapore |
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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.
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| Keywords
simulation optimization
discrete-event systems
simulation-based decision making
computing budget allocation
ranking and selection
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Corresponding Author(s):
CHEN Chun-Hung,Email:cchen9@gmu.edu
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Issue Date: 05 September 2011
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