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Record Nr. |
UNINA9910809110603321 |
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Autore |
Chen Chun-hung |
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Titolo |
Stochastic simulation optimization : an optimal computing budget allocation / / Chun-Hung Chen, Loo Hay Lee |
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Pubbl/distr/stampa |
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Singapore ; ; Hackensack, N.J., : World Scientific, c2011 |
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ISBN |
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1-62870-230-3 |
1-283-14386-0 |
9786613143860 |
981-4282-65-0 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (248 p.) |
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Collana |
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System engineering and operations research ; ; v. 1 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Systems engineering - Simulation methods |
Stochastic processes |
Mathematical optimization |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 219-224) and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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, |
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