Optimization via simulation: A review

DOI10.1007/BF02136830zbMATH Open0833.90089OpenAlexW2108353709MaRDI QIDQ1805482FDOQ1805482

Authors: Michael C. Fu 

Publication date: 18 May 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02136830

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zbMATH Keywords

simulationparallel computingperturbation analysisresponse surface methodologygradient-based methodsstochastic discrete-event systemscontinuous parameter casediscrete parameter casemultiple- comparison procedures

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Paired and multiple comparisons; multiple testing (62J15) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Sensitivity, stability, parametric optimization (90C31)

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