Handbook of Simulation Optimization

• Corporate Author: SpringerLink (Online service)
• Other Authors: Fu, Michael C. (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2015.
• Series: International Series in Operations Research & Management Science, 216
• Subjects: Business.; Operations research.; Decision making.; Computer simulation.; Management science.; Economic theory.; Business and Management.; Operation Research/Decision Theory.; Simulation and Modeling.; Operations Research, Management Science.; Economic Theory/Quantitative Economics/Mathematical Methods.

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology.  Leading contr...

Table of Contents:

• Overview of the Handbook
• Discrete Optimization via Simulation
• Ranking and Selection: Efficient Simulation Budget Allocation
• Response Surface Methodology
• Stochastic Gradient Estimation
• An Overview of Stochastic Approximation
• Stochastic Approximation Methods and Their Finite-time Convergence Properties
• A Guide to Sample Average Approximation
• Stochastic Constraints and Variance Reduction Techniques
• A Review of Random Search Methods
• Stochastic Adaptive Search Methods: Theory and Implementation
• Model-Based Stochastic Search Methods
• Solving Markov Decision Processes via Simulation.