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Stochastic simulation optimization [[electronic resource] ] : an optimal computing budget allocation / / Chun-Hung Chen, Loo Hay Lee



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Autore: Chen Chun-hung Visualizza persona
Titolo: Stochastic simulation optimization [[electronic resource] ] : an optimal computing budget allocation / / Chun-Hung Chen, Loo Hay Lee Visualizza cluster
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
Altri autori: LeeLoo Hay  
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  Visualizza cluster
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.: 9910780885003321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: System engineering and operations research ; ; v. 1.