Optimization via simulation: A review
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continuous parameter casediscrete parameter casegradient-based methodsmultiple- comparison proceduresparallel computingperturbation analysisresponse surface methodologysimulationstochastic discrete-event systems
Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)
Cites work
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Cited in
(71)- Optimization via simulation for logistic systems planning and control
- Constrained optimization in expensive simulation: novel approach
- Optimization and sensitivity analysis of computer simulation models by the score function method
- Convergence analysis of gradient descent stochastic algorithms
- Simulation and optimization by quantifier elimination
- A methodology for fitting and validating metamodels in simulation
- Fuzzy controlled simulation optimization
- Increasing the efficiency in integer simulation optimization: reducing the search space through data envelopment analysis and orthogonal arrays
- An alternating variable method with varying replications for simulation response optimization
- Second derivative estimation using harmonic analysis
- Simulation-based optimization: Parametric optimization techniques and reinforcement learning
- Simulation response optimization via direct conjugate direction method
- A sequential-design metamodeling strategy for simulation optimization
- Comparison of gradient estimation techniques for queues with non- identical servers
- Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods
- Genetic algorithm for job scheduling with maintenance consideration in semiconductor manufacturing process
- An analysis of p-median location problem: effects of backup service level and demand assignment policy
- Distributed simulation: state-of-the-art and potential for operational research
- Expected improvement for expensive optimization: a review
- Simulation-based optimization. Parametric optimization techniques and reinforcement learning
- Indirect inference with a non-smooth criterion function
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- A stochastic quasi-Newton method for simulation response optimization
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- A modified Hooke and Jeeves algorithm with likelihood ratio performance extrapolation for simulation optimization
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- Application of perturbation analysis to a class of periodic review (s, S) inventory systems
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- INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION
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- A simulation optimization method that considers uncertainty and multiple performance measures
- Variable-number sample-path optimization
- Applying simulation optimization to the asset allocation of a property-casualty insurer
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