03299nam 2200673 a 450 991045622400332120200520144314.01-62870-230-31-283-14386-09786613143860981-4282-65-0(CKB)2490000000001936(EBL)731175(OCoLC)741492814(SSID)ssj0000525889(PQKBManifestationID)12166600(PQKBTitleCode)TC0000525889(PQKBWorkID)10519719(PQKB)11167049(MiAaPQ)EBC731175(WSP)00007437(Au-PeEL)EBL731175(CaPaEBR)ebr10479772(CaONFJC)MIL314386(EXLCZ)99249000000000193620110202d2011 uy 0engur|n|---|||||txtccrStochastic simulation optimization[electronic resource] an optimal computing budget allocation /Chun-Hung Chen, Loo Hay LeeSingapore ;Hackensack, N.J. World Scientificc20111 online resource (248 p.)System engineering and operations research ;v. 1Description based upon print version of record.981-4282-64-2 Includes bibliographical references (p. 219-224) and index.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; ReferencesIndexWith 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 vSystem engineering and operations research ;v. 1.Systems engineeringSimulation methodsStochastic processesMathematical optimizationElectronic books.Systems engineeringSimulation methods.Stochastic processes.Mathematical optimization.519.2Chen Chun-hung976207Lee Loo Hay889759MiAaPQMiAaPQMiAaPQBOOK9910456224003321Stochastic simulation optimization2223753UNINA