LEADER 03299nam 2200673 a 450 001 9910456224003321 005 20200520144314.0 010 $a1-62870-230-3 010 $a1-283-14386-0 010 $a9786613143860 010 $a981-4282-65-0 035 $a(CKB)2490000000001936 035 $a(EBL)731175 035 $a(OCoLC)741492814 035 $a(SSID)ssj0000525889 035 $a(PQKBManifestationID)12166600 035 $a(PQKBTitleCode)TC0000525889 035 $a(PQKBWorkID)10519719 035 $a(PQKB)11167049 035 $a(MiAaPQ)EBC731175 035 $a(WSP)00007437 035 $a(Au-PeEL)EBL731175 035 $a(CaPaEBR)ebr10479772 035 $a(CaONFJC)MIL314386 035 $a(EXLCZ)992490000000001936 100 $a20110202d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic simulation optimization$b[electronic resource] $ean optimal computing budget allocation /$fChun-Hung Chen, Loo Hay Lee 210 $aSingapore ;$aHackensack, N.J. $cWorld Scientific$dc2011 215 $a1 online resource (248 p.) 225 1 $aSystem engineering and operations research ;$vv. 1 300 $aDescription based upon print version of record. 311 $a981-4282-64-2 320 $aIncludes bibliographical references (p. 219-224) and index. 327 $aForeword; 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 327 $aIndex 330 $aWith the advance of new computing technology, simulation is becoming very popular for designing large, complex, and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be v 410 0$aSystem engineering and operations research ;$vv. 1. 606 $aSystems engineering$xSimulation methods 606 $aStochastic processes 606 $aMathematical optimization 608 $aElectronic books. 615 0$aSystems engineering$xSimulation methods. 615 0$aStochastic processes. 615 0$aMathematical optimization. 676 $a519.2 700 $aChen$b Chun-hung$0976207 701 $aLee$b Loo Hay$0889759 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910456224003321 996 $aStochastic simulation optimization$92223753 997 $aUNINA