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Item Details
Title: HANDBOOK OF SIMULATION OPTIMIZATION
By: Michael C. Fu (Editor)
Format: Hardback

List price: £109.99


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 1493913832
ISBN 13: 9781493913831
Publisher: SPRINGER-VERLAG NEW YORK INC.
Pub. date: 14 November, 2014
Edition: 2015 ed.
Series: International Series in Operations Research & Management Science 216
Pages: 387
Description: Handbook of Simulation Optimization
Synopsis: 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 contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes.This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.
Illustrations: 7 Tables, black and white; 9 Illustrations, color; 9 Illustrations, black
Publication: US
Imprint: Springer-Verlag New York Inc.
Returns: Returnable
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