Simulation-based optimization: Parametric optimization techniques and reinforcement learning
dynamic control optimizationsimulation-optimization techniquesstatic parametric optimizationstochastic-optimization problems
Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Applications of mathematical programming (90C90)
The aim of the book is to suggest simulation-optimization techniques for solving stochastic-optimization problems that can be solved with computer simulation. Such problems are referred to as simulation-optimization problems. Both static parametric optimization and dynamic control optimization are considered in this context. The focus of this book is on complex, large-scale, stochastic systems, where a simple application of classical methods does not work and it is necessary to use a simulation-based evaluation of the objective function. It is necessary therefore to use nonlinear programming methods that rely only on functional evaluations. Further, the author presents some elementary mathematical facts, which prove that the optimization algorithms presented in the book produce optimal or in some cases near-optimal solutions. The book is divided into 16 chapters. The first three chapters have an introductory character. Chapters 4 and 5 cover basic concepts related to discrete-event simulation and present an overview of optimization with simulation. The response surface methodology used in conjunction with simulation optimization, the main techniques for parametric optimization with simulation, and the classical theory of stochastic dynamic programming are presented in Chapters 6-8. Reinforcement learning and solving Markov and semi-Markov decision problems are contained in Chapters 9 and 10. Some convergence results and the necessary mathematical analysis are contained in Chapters 11-13. Chapter 14 presents an overview of some case studies, Chapter 15 contains some computer programs of the algorithms from the previous parts of the book and Chapter 16 contains a concluding survey of the results achieved and challenges for further research in simulation optimization.
- Ordinal optimization of \(G/G/1/K\) polling systems with \(k\)-limited service discipline
- Determination of storage tanks location for optimal short-term scheduling in multipurpose/multiproduct batch-continuous plants under uncertainties
- A performance-centred approach to optimising maintenance of complex systems
- High-performance simulation-based optimization
- Simulation-based optimization. Parametric optimization techniques and reinforcement learning
- Performance optimization for a class of generalized stochastic Petri nets
- Application of reinforcement learning to the game of Othello
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Approximate policy iteration: a survey and some new methods
- A review of stochastic algorithms with continuous value function approximation and some new approximate policy iteration algorithms for multidimensional continuous applications
- A machine learning approach to optimise the usage of recycled material in a remanufacturing environment
- New approximate dynamic programming algorithms for large-scale undiscounted Markov decision processes and their application to optimize a production and distribution system
- Look-ahead control of conveyor-serviced production station by using potential-based online policy iteration
- The optimal control of just-in-time-based production and distribution systems and performance comparisons with optimized pull systems
- scientific article; zbMATH DE number 1005357 (Why is no real title available?)
- Approximate dynamic programming for capacity allocation in the service industry
- Synergy between evolutionary optimization and induction graphs learning for simulated manufacturing systems
- Handbook of simulation optimization
- Generating empirical core size distributions of hedonic games using a Monte Carlo method
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search
- Designing patient-specific optimal neurostimulation patterns for seizure suppression
- Stochastic learning and optimization. A sensitivity-based approach.
- Reinforcement Learning and Stochastic Optimization
- Continuous optimization via simulation using golden region search
- Forest management with fire simulation
- Simulation optimization for revenue management of airlines with cancellations and overbooking
- Network capacity control using self-adjusting bid-prices
- On the number of local minima for the multidimensional assignment problem
- Variable-number sample-path optimization
- A multivariate adaptive stochastic search method for dimensionality reduction in classification
This page was built for publication: Simulation-based optimization: Parametric optimization techniques and reinforcement learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1869929)
