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Autore: |
Chen Chun-hung
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Titolo: |
Stochastic simulation optimization [[electronic resource] ] : an optimal computing budget allocation / / Chun-Hung Chen, Loo Hay Lee
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Pubblicazione: | Singapore ; ; Hackensack, N.J., : World Scientific, c2011 |
Descrizione fisica: | 1 online resource (248 p.) |
Disciplina: | 519.2 |
Soggetto topico: | Systems engineering - Simulation methods |
Stochastic processes | |
Mathematical optimization | |
Soggetto genere / forma: | Electronic books. |
Altri autori: |
LeeLoo Hay
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Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references (p. 219-224) and index. |
Nota di contenuto: | 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 | |
Sommario/riassunto: | 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, the total simulation cost can be v |
Titolo autorizzato: | Stochastic simulation optimization ![]() |
ISBN: | 1-62870-230-3 |
1-283-14386-0 | |
9786613143860 | |
981-4282-65-0 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910456224003321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |