Computer Simulation

Handbook of Simulation Optimization (International Series in by Michael C Fu

By Michael C Fu

The Handbook of Simulation Optimization offers an summary of the state-of-the-art of simulation optimization, supplying a survey of the main well-established methods for optimizing stochastic simulation types and a sampling of contemporary examine advances in idea and technique. top participants disguise such subject matters as discrete optimization through simulation, score and choice, effective simulation funds allocation, random seek equipment, reaction floor technique, stochastic gradient estimation, stochastic approximation, pattern standard approximation, stochastic constraints, variance relief recommendations, model-based stochastic seek tools and Markov determination processes.

This unmarried quantity should still function a reference for these already within the box and as a way for these new to the sphere for knowing and using the most methods. The meant viewers contains researchers, practitioners and graduate scholars within the business/engineering fields of operations learn, administration technology, operations administration and stochastic keep an eye on, in addition to in economics/finance and computing device science.

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