Optimization of discrete variable stochastic systems by computer simulation
From MaRDI portal
Publication:1103526
DOI10.1016/S0378-4754(98)90004-0zbMath0645.90060OpenAlexW1994384902MaRDI QIDQ1103526
Young-Hae Lee, Farhad Azadivar
Publication date: 1988
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4754(98)90004-0
computer simulationheuristicconstrained simplex search methoddiscrete variable systemsoptimum values of the decision variables
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50) Stochastic systems in control theory (general) (93E03)
Related Items
Solving a multiresponse simulation-optimization problem with discrete variables using a multiple-attribute decision-making method, Information-efficient design of an automatic aircraft maintenance supervisor
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization of stochastic simulation models
- Stochastic approximation methods for constrained and unconstrained systems
- Search and Simulation Selection of a Job-Shop Sequencing Rule
- Second-order response surface designs in computer simulation
- Automatic optimum-seeking program for digital simulation
- An Optimization Algorithm for a Linear Model of a Simulation System
- On optimizing certain nonlinear convex functions which are partially defined by a simulation process
- A New Method of Constrained Optimization and a Comparison With Other Methods
- A Simplex Method for Function Minimization
- Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation