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Simulation and Optimization

Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23–25, 1990
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Description

This is a proceedings volume of a workshop on"Computationally intensive methods in Simulation andOptimization". The purpose of the meeting was to review andevaluate newly developed methods for combining simulationandoptimization. These methods are used for decisionproblems about stochastic systems like production systems orcommunication networks, which are too complex for beingmodeled in an analytic way. A simulation model for such asystem is the basis for an efficient use of recursivestochastic optimization techniques.The volume contains selected papers from three areas:1. Gradient techniques for discrete event simulation models2. Stochastic optimization methods3. Efficient random generation methodsThe book contains articles dealing with competing methodslike the score method, perturbation analysis andexperimental design techniques. For the first time, acomparision between these techniques is made.
Release date Australia
January 29th, 1992
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Contributors
  • Edited by Georg Pflug
  • Edited by Ulrich Dieter
Illustrations
8 Illustrations, black and white; X, 162 p. 8 illus.
Pages
162
Dimensions
170x244x10
ISBN-13
9783540549802
Product ID
14162217

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