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Simulation and Optimization : Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23-25, 1990 /

This is a proceedings volume of a workshop on "Computationally intensive methods in Simulation and Optimization". The purpose of the meeting was to review and evaluate newly developed methods for combining simulation andoptimization. These methods are used for decision problems about stoch...

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Bibliographic Details
Main Author: Pflug, Georg
Corporate Author: SpringerLink (Online service)
Other Authors: Dieter, Ulrich
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1992.
Series:Lecture notes in economics and mathematical systems ; 374.
Subjects:
Economics.
System theory.
Mathematical optimization.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:This is a proceedings volume of a workshop on "Computationally intensive methods in Simulation and Optimization". The purpose of the meeting was to review and evaluate newly developed methods for combining simulation andoptimization. These methods are used for decision problems about stochastic systems like production systems or communication networks, which are too complex for being modeled in an analytic way. A simulation model for such a system is the basis for an efficient use of recursive stochastic optimization techniques. The volume contains selected papers from three areas: 1. Gradient techniques for discrete event simulation models 2. Stochastic optimization methods 3. Efficient random generation methods The book contains articles dealing with competing methods like the score method, perturbation analysis and experimental design techniques. For the first time, a comparision between these techniques is made.
Item Description:Electronic resource.
Physical Description:1 online resource (x, 162 pages 28 illustrations)
ISBN:9783642489143 (electronic bk.)
3642489141 (electronic bk.)
ISSN:0075-8442 ;