Simulation optimization: a review of algorithms and applications

DOI10.1007/S10288-014-0275-2MaRDI QIDQ6830429zbMATH OpenFDO

Authors Satyajith Amaran, Nikolaos V. Sahinidis, Bikram Sharda, Scott J. Bury

Publication date 23 February 2015

Published in 4OR (Search for Journal in Brave)

zbMATH Keywords

derivative-free optimizationoptimization via simulationsimulation optimization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Derivative-free methods and methods using generalized derivatives (90C56)

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