Simulation and Optimization: Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the . Notes in Economics and Mathematical Systems)

Pflug, Georg (Editor) / Dieter, Ulrich (Editor)

ISBN 10: 3540549803 / ISBN 13: 9783540549802

Published by Springer, 1992

About this Item

1992 edition. 180 pages. 9.60x6.69x0.47 inches. In Stock. Seller Inventory # x-3540549803

Bibliographic Details

Title: Simulation and Optimization: Proceedings of ...

Publisher: Springer

Publication Date: 1992

Binding: Paperback

Condition: Brand New

About this title

Synopsis:

This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op­ th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de­ cisions when only incomplete information of t.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de­ mand can be described by a probability distribution, the problem is called a stochastic optimization problem.

Synopsis:

This is a proceedings volume of a workshop on"Computationally intensive methods in Simulation andOptimization". The purpose of the meeting was to review andevaluate newly developed methods for combining simulationandoptimization. These methods are used for decisionproblems about stochastic systems like production systems orcommunication networks, which are too complex for beingmodeled in an analytic way. A simulation model for such asystem is the basis for an efficient use of recursivestochastic optimization techniques.The volume contains selected papers from three areas:1. Gradient techniques for discrete event simulation models2. Stochastic optimization methods3. Efficient random generation methodsThe book contains articles dealing with competing methodslike the score method, perturbation analysis andexperimental design techniques. For the first time, acomparision between these techniques is made.