Gradient-based simulation optimization

被引：16
|
作者：
Kim, Sujin [1 ]
机构：
[1] Purdue Univ, Sch Ind Engn, W Lafayette, IN 47907 USA
来源：
PROCEEDINGS OF THE 2006 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2006年
关键词：
D O I：
10.1109/WSC.2006.323048
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
We present a review of methods for simulation optimization. In particular, we focus on gradient-based techniques for continuous optimization. We demonstrate the main concepts using as an example the multidimensional newsvendor problem. We also discuss mathematical techniques and results that are useful in verifying and analyzing the simulation optimization procedures.
引用
收藏
页码：159 / 167
页数：9
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