Simulation optimization

ABSTRACT

In this tutorial introduction to simulation optimization, we present motivating and illustrative examples, summarize most of the major approaches, and briefly describe some software implementations. The focus is on issues and concepts, rather than mathematical rigor, so the format is Q & A rather than theorem-proof.

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INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.6 SIMULATION AND MODELING
      I.6.1 Simulation Theory

Additional Classification:
  G. Mathematics of Computing
  G.1 NUMERICAL ANALYSIS
      G.1.6 Optimization
          Subjects: Constrained optimization
  G.3 PROBABILITY AND STATISTICS
      Subjects: Statistical software

General Terms:
Algorithms, Design, Performance