Stochastic systems simulation optimization
With the advance of new computational technology, stochastic systems simulation and optimization has become increasingly a popular subject in both academic research and industrial applications. This paper presents some of recent developments about the problem of optimizing a performance function fro...
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| Published in | Frontiers of electrical and electronic engineering in China Vol. 6; no. 3; pp. 468 - 480 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
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SP Higher Education Press
01.09.2011
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| Abstract | With the advance of new computational technology, stochastic systems simulation and optimization has become increasingly a popular subject in both academic research and industrial applications. This paper presents some of recent developments about the problem of optimizing a performance function from a simulation model. We begin by classifying different types of problems and then provide an overview of the major approaches, followed by a more in-depth presentation of two specific areas: optimal computing budget allocation and the nested partitions method. |
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| AbstractList | With the advance of new computational technology, stochastic systems simulation and optimization has become increasingly a popular subject in both academic research and industrial applications. This paper presents some of recent developments about the problem of optimizing a performance function from a simulation model. We begin by classifying different types of problems and then provide an overview of the major approaches, followed by a more in-depth presentation of two specific areas: optimal computing budget allocation and the nested partitions method. |
| Author | Lee, Loo Hay Shi, Leyuan Chen, Chun-Hung |
| Author_xml | – sequence: 1 givenname: Chun-Hung surname: Chen fullname: Chen, Chun-Hung email: cchen9@gmu.edu organization: Department of Systems Engineering and Operations Research, George Mason University – sequence: 2 givenname: Leyuan surname: Shi fullname: Shi, Leyuan organization: Department of Industrial and Systems Engineering, University of Wisconsin – sequence: 3 givenname: Loo Hay surname: Lee fullname: Lee, Loo Hay organization: Department of Industrial and Systems Engineering, National University of Singapore |
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| Cites_doi | 10.1080/03610927808827671 10.1109/COASE.2008.4626453 10.1023/A:1017214011352 10.1145/268437.268501 10.1287/opre.48.3.390.12436 10.1109/WSC.2008.4736080 10.1002/nav.20243 10.1016/j.cor.2008.04.006 10.1002/1520-6750(199402)41:1<47::AID-NAV3220410105>3.0.CO;2-I 10.1287/mnsc.44.12.S243 10.1017/S0269964800003466 10.1109/WSC.2009.5429661 10.1137/S1052623499363220 10.1109/WSC.2008.4736053 10.1081/STM-120014222 10.1080/07408171003705367 10.1109/WSC.2009.5429660 10.1287/opre.42.2.351 10.1016/S0305-0548(98)00068-9 10.1287/ijoc.1080.0268 10.1287/mnsc.1070.0721 10.1287/opre.49.5.732.10615 10.1023/A:1010081212560 10.1287/mnsc.45.1.86 10.1007/BF02136830 10.1109/TAC.2003.821428 10.1023/A:1008349927281 10.1287/opre.1040.0187 10.1080/07408170903116360 10.1109/WSC.2010.5679075 10.1002/nav.20313 10.1287/ijoc.14.3.192.113 10.1007/0-387-23529-9_16 10.1057/palgrave.jors.2600906 10.1287/ijoc.1050.0141 10.1109/TSMCC.2007.900656 10.1287/mnsc.47.8.1133.10229 10.1109/9.533692 |
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| Copyright | Higher Education Press and Springer-Verlag Berlin Heidelberg 2011 |
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| Keywords | simulation optimization simulation-based decision making ranking and selection discrete-event systems computing budget allocation |
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C.What you should know about simulation and derivativesNaval Research Logistics200855872373624669301155.9045410.1002/nav.20313 WhittW.What you should know about queuing models to set staffing requirements in service systemsNaval Research Logistics200754547648423807811143.9032210.1002/nav.20243 Pujowidianto N A, Lee L H, Chen C H, Yep C M. Optimal computing budget allocation for constrained optimization. In: Proceedings of the 2009 Winter Simulation Conference. 2009, 584–589 TrailovicL.PaoL. Y.Computing budget allocation for efficient ranking and selection of variances with application to target tracking algorithmsIEEE Transactions on Automatic Control20044915867202854210.1109/TAC.2003.821428 FuM. C.HuJ. Q.ChenC. H.XiongX.Simulation allocation for determining the best design in the presence of correlated samplingINFORMS Journal on Computing2007191101111230058910.1287/ijoc.1050.0141 KushnerH. J.YinG. G.Stochastic Approximation Algorithms and Applications20032nd ed.New York, NYSpringer-Verlag1026.62084 ShiL.ÓlafssonS.Nested partitions optimizationTutorials in Operations Research. Chapter 12007Hanover, MDINFORMS122 ChenC. H.A lower bound for the correct subset-selection probability and its application to discrete event system simulationsIEEE Transactions on Automatic Control1996418122712310868.9306710.1109/9.533692 Fu M C, Hu J Q, Chen C H, Xiong X. Optimal computing budget allocation under correlated sampling. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 595–603 BashyamS.FuM. C.Optimization of (s, S) inventory systems with random lead times and a service level constraintManagement Science19984412S243S2560989.9000410.1287/mnsc.44.12.S243 Homem-de-MelloT.ShapiroA.SpearmanM. L.Finding optimal material release times using simulation-based optimizationManagement Science19994518610210.1287/mnsc.45.1.86 ChickS. E.WuY. Z.Selection procedures with frequentist expected opportunity costOperations Research200553586787821716571165.6230710.1287/opre.1040.0187 ShiL.ÓlafssonS.Nested partitions method for stochastic optimizationMethodology and Computing in Applied Probability20002327129118147030968.9005410.1023/A:1010081212560 Fu M C, Chen C H, Shi L. Some topics for simulation optimization. In: Proceedings of the 2008 Winter Simulation Conference. 2008, 27–38 BashyamS.FuM. C.Application of perturbation analysis to a class of periodic review (s, S) inventory systemsNaval Research Logistics1994411478012587320795.9001110.1002/1520-6750(199402)41:1<47::AID-NAV3220410105>3.0.CO;2-I ChenC. H.HeD.FuM. C.LeeL. H.Efficient simulation budget allocation for selecting an optimal subsetINFORMS Journal on Computing200820457959510.1287/ijoc.1080.0268 HoY. C.CassandrasC. G.ChenC. H.DaiL.Ordinal optimization and simulationJournal of the Operational Research Society20005144905001055.90579 ÓlafssonS.HendersonS. G.NelsonB. L.MetaheuristicsHandbooks in Operations Research and Management Science: Simulation. Chapter 212006AmsterdamElsevier633654 KleywegtA.ShapiroA.Homem-de-MelloT.The sample average approximation method for stochastic discrete optimizationSIAM Journal on Optimization2002122479502188557210.1137/S1052623499363220 ChenC. H.LinJ.YücesanE.ChickS. E.Simulation budget allocation for further enhancing the efficiency of ordinal optimizationDiscrete Event Dynamic Systems: Theory and Applications200010325127017748060970.9001410.1023/A:1008349927281 Brantley M W, Lee L H, Chen C H, Chen A. Optimal sampling in design of experiment for simulation-based stochastic optimization. In: Proceedings of 2008 IEEE Conference on Automation Science and Engineering. 2008, 388–393 ChewE. P.LeeL. H.TengS. Y.KohC. H.Differentiated service inventory optimization using nested partitions and MOCBAComputers & Operations Research2009365170317101179.9001110.1016/j.cor.2008.04.006 BrankeJ.ChickS. E.SchmidtC.Selecting a selection procedureManagement Science200753121916193210.1287/mnsc.1070.0721 FuM. C.Optimization for simulation: Theory vs. practice (Feature Article)INFORMS Journal on Computing2002143192215191892310.1287/ijoc.14.3.192.113 KleijnenJ.Design and Analysis of Simulation Experiments2008New York, NYSpringer05221733 Lee L H, Chew E P, Teng S Y, Goldsman D. Optimal computing budget allocation for multi-objective simulation models. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 586–594 FuM.C.Sample path derivatives for (s, S) inventory systemsOperations Research19944223513640805.9003810.1287/opre.42.2.351 ShiL.ÓlafssonS.SunN.New parallel randomized algorithms for the traveling salesman problemComputers & Operations Research199926437139416782950940.9006310.1016/S0305-0548(98)00068-9 ChenC. H.FuM. C.ShiL.Simulation and optimizationTutorials in Operations Research. Chapter 112008Hanover, MDINFORMS247260 BartonR. R.MeckesheimerM.HendersonS. G.NelsonB. L.Metamodel-based simulation optimizationHandbooks in Operations Research and Management Science: Simulation. Chapter 182006AmsterdamElsevier535574 AndradóttirS.HendersonS. G.NelsonB. L.An overview of simulation optimization with random searchHandbooks in Operations Research and Management Science: Simulation. Chapter 202006AmsterdamElsevier617632 Fu M C. Are we there yet? The marriage between simulation & optimization. OR/MS Today, 2007, 16–17 ZhangH.FuM. C.GoldenB. L.RaghavanS.WasilE. A.Sample path derivatives for (s, S) inventory systems with price determinationThe Next Wave in Computing, Optimization, and Decision Technologies2005Boston, MAKluwer Academic Publisher22924610.1007/0-387-23529-9_16 RubinsteinR. Y.ShapiroA.Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method1993New York, NYJohn Wiley & Sons0805.93002 FuM. C.HendersonS. G.NelsonB. L.Gradient estimationHandbooks in Operations Research and Management Science: Simulation. Chapter 192006AmsterdamElsevier575616 ShiL.ÓlafssonS.Nested partitions method for global optimizationOperations Research200048339040717941901106.9036810.1287/opre.48.3.390.12436 FuM. C.HuJ. Q.(s, S) inventory systems with random lead times: Harris recurrence and its implications in sensitivity analysisProbability in the Engineering and Informational Sciences19948335537610.1017/S0269964800003466 PflugG. C.RubinsteinR. Y.Inventory processes: Quasi-regenerative property, performance evaluation and sensitivity estimation via simulationStochastic Models200218346949619284971030.9000410.1081/STM-120014222 Yan S, Zhou E, Chen C H. Efficient simulation budget allocation for selecting the best set of simplest good enough designs. In: Proceedings of the 2010 Winter Simulation Conference. 2010, 1152–1159 ChenC. H.YücesanE.DaiL.ChenH. C.Optimal budget allocation for discrete-event simulation experimentsIIE Transactions2010421607010.1080/07408170903116360 Glynn P, Juneja S. A large deviations perspective on ordinal optimization. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 577–585 ChickS. E.InoueK.New procedures to select the best simulated system using common random numbersManagement Science20014781133114910.1287/mnsc.47.8.1133.10229 Morrice D J, Brantley M W, Chen C H. A transient means ranking and selection procedure with sequential sampling constraints. In: Proceedings of the 2009 Winter Simulation Conference. 2009, 590–600 FuM. C.Optimization via simulation: A reviewAnnals of Operations Research199453119924713106080833.9008910.1007/BF02136830 ChickS. E.InoueK.New two-stage and sequential procedures for selecting the best simulated systemOperations Research200149573274310.1287/opre.49.5.732.10615 Morrice D J, Brantley M W, Chen C H. An efficient ranking and selection procedure for a linear transient mean performance measure. In: Proceedings of the 2008 Winter Simulation Conference. 2008, 290–296 ChenC. H.LeeL. H.Stochastic Simulation Optimization: An Optimal Computing Budget Allocation2011SingaporeWorld Scientific Publishing Company AndradóttirS.BanksJ.Simulation optimizationHandbook of Simulation: Principles, Methodology, Advances, Applications, and Practice. Chapter 91998New York, NYJohn Wiley & Sons BechhoferR. E.SantnerT. J.GoldsmanD. M.Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons1995New York, NYJohn Wiley & Sons HeD.ChickS. E.ChenC. H.The opportunity cost and OCBA selection procedures in ordinal optimizationIEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews200737595196110.1109/TSMCC.2007.900656 ShiL.ChenC. H.A new algorithm for stochastic discrete resource allocation optimizationDiscrete Event Dynamic Systems: Theory and Applications200010327129417748070959.9103710.1023/A:1017214011352 J. Kleijnen (168_CR6) 2008 L. Shi (168_CR48) 2000; 48 C. H. Chen (168_CR26) 2010; 42 T. Homem-de-Mello (168_CR3) 1999; 45 H. J. Kushner (168_CR7) 2003 168_CR31 168_CR30 168_CR37 W. Whitt (168_CR21) 2007; 54 S. E. Chick (168_CR42) 2001; 49 G. C. Pflug (168_CR19) 2002; 18 168_CR29 168_CR28 S. Ólafsson (168_CR8) 2006 C. H. Chen (168_CR46) 2011 M. C. Fu (168_CR10) 2002; 14 168_CR40 C. H. Chen (168_CR56) 2008 Y. C. Ho (168_CR53) 1992; 2 C. H. Chen (168_CR25) 2000; 10 168_CR41 S. Andradóttir (168_CR12) 2006 L. Shi (168_CR49) 2000; 2 H. Zhang (168_CR20) 2005 R. E. Bechhofer (168_CR22) 1995 168_CR38 E. P. Chew (168_CR32) 2009; 36 C. H. Chen (168_CR45) 1996; 41 Y. Rinott (168_CR47) 1978; 7 M.C. Fu (168_CR15) 1994; 42 L. Shi (168_CR50) 2008 S. Bashyam (168_CR18) 1998; 44 R. R. Barton (168_CR5) 2006 J. Branke (168_CR44) 2007; 53 L. Shi (168_CR51) 2007 M. C. Fu (168_CR14) 2008; 55 A. Kleywegt (168_CR4) 2002; 12 L. Trailovic (168_CR36) 2004; 49 D. He (168_CR35) 2007; 37 Y. C. Ho (168_CR54) 2000; 51 S. Andradóttir (168_CR11) 1998 168_CR57 M. C. Fu (168_CR13) 2006 L. Shi (168_CR55) 2000; 10 R. Y. Rubinstein (168_CR2) 1993 S. Bashyam (168_CR17) 1994; 41 S. E. Chick (168_CR43) 2001; 47 M. C. Fu (168_CR27) 2007; 19 168_CR1 M. C. Fu (168_CR9) 1994; 53 168_CR24 L. H. Lee (168_CR33) 2010; 42 C. H. Chen (168_CR39) 2008; 20 M. C. Fu (168_CR16) 1994; 8 S. H. Kim (168_CR23) 2006 L. Shi (168_CR52) 1999; 26 S. E. Chick (168_CR34) 2005; 53 |
| References_xml | – reference: ChickS. E.WuY. Z.Selection procedures with frequentist expected opportunity costOperations Research200553586787821716571165.6230710.1287/opre.1040.0187 – reference: Glynn P, Juneja S. A large deviations perspective on ordinal optimization. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 577–585 – reference: FuM. C.Optimization for simulation: Theory vs. practice (Feature Article)INFORMS Journal on Computing2002143192215191892310.1287/ijoc.14.3.192.113 – reference: ShiL.ÓlafssonS.SunN.New parallel randomized algorithms for the traveling salesman problemComputers & Operations Research199926437139416782950940.9006310.1016/S0305-0548(98)00068-9 – reference: ShiL.ÓlafssonS.Nested partitions optimizationTutorials in Operations Research. Chapter 12007Hanover, MDINFORMS122 – reference: Homem-de-MelloT.ShapiroA.SpearmanM. L.Finding optimal material release times using simulation-based optimizationManagement Science19994518610210.1287/mnsc.45.1.86 – reference: ChenC. H.LinJ.YücesanE.ChickS. E.Simulation budget allocation for further enhancing the efficiency of ordinal optimizationDiscrete Event Dynamic Systems: Theory and Applications200010325127017748060970.9001410.1023/A:1008349927281 – reference: TrailovicL.PaoL. Y.Computing budget allocation for efficient ranking and selection of variances with application to target tracking algorithmsIEEE Transactions on Automatic Control20044915867202854210.1109/TAC.2003.821428 – reference: Morrice D J, Brantley M W, Chen C H. A transient means ranking and selection procedure with sequential sampling constraints. In: Proceedings of the 2009 Winter Simulation Conference. 2009, 590–600 – reference: FuM. C.HendersonS. G.NelsonB. L.Gradient estimationHandbooks in Operations Research and Management Science: Simulation. Chapter 192006AmsterdamElsevier575616 – reference: KleijnenJ.Design and Analysis of Simulation Experiments2008New York, NYSpringer05221733 – reference: ChenC. H.A lower bound for the correct subset-selection probability and its application to discrete event system simulationsIEEE Transactions on Automatic Control1996418122712310868.9306710.1109/9.533692 – reference: ShiL.ChenC. H.A new algorithm for stochastic discrete resource allocation optimizationDiscrete Event Dynamic Systems: Theory and Applications200010327129417748070959.9103710.1023/A:1017214011352 – reference: ÓlafssonS.HendersonS. G.NelsonB. L.MetaheuristicsHandbooks in Operations Research and Management Science: Simulation. Chapter 212006AmsterdamElsevier633654 – reference: LeeL. H.ChewE. P.TengS. Y.GoldsmanD.Finding the non-dominated Pareto set for multi-objective simulation modelsIIE Transactions201042965667410.1080/07408171003705367 – reference: ShiL.ÓlafssonS.Nested partitions method for global optimizationOperations Research200048339040717941901106.9036810.1287/opre.48.3.390.12436 – reference: BartonR. R.MeckesheimerM.HendersonS. G.NelsonB. L.Metamodel-based simulation optimizationHandbooks in Operations Research and Management Science: Simulation. Chapter 182006AmsterdamElsevier535574 – reference: AndradóttirS.HendersonS. G.NelsonB. L.An overview of simulation optimization with random searchHandbooks in Operations Research and Management Science: Simulation. Chapter 202006AmsterdamElsevier617632 – reference: KushnerH. J.YinG. G.Stochastic Approximation Algorithms and Applications20032nd ed.New York, NYSpringer-Verlag1026.62084 – reference: FuM. C.HuJ. Q.ChenC. H.XiongX.Simulation allocation for determining the best design in the presence of correlated samplingINFORMS Journal on Computing2007191101111230058910.1287/ijoc.1050.0141 – reference: Lee L H, Chew E P, Teng S Y, Goldsman D. Optimal computing budget allocation for multi-objective simulation models. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 586–594 – reference: AndradóttirS.BanksJ.Simulation optimizationHandbook of Simulation: Principles, Methodology, Advances, Applications, and Practice. Chapter 91998New York, NYJohn Wiley & Sons – reference: ShiL.ÓlafssonS.Nested partitions method for stochastic optimizationMethodology and Computing in Applied Probability20002327129118147030968.9005410.1023/A:1010081212560 – reference: KleywegtA.ShapiroA.Homem-de-MelloT.The sample average approximation method for stochastic discrete optimizationSIAM Journal on Optimization2002122479502188557210.1137/S1052623499363220 – reference: ChenC. H.YücesanE.DaiL.ChenH. C.Optimal budget allocation for discrete-event simulation experimentsIIE Transactions2010421607010.1080/07408170903116360 – reference: Brantley M W, Lee L H, Chen C H, Chen A. Optimal sampling in design of experiment for simulation-based stochastic optimization. In: Proceedings of 2008 IEEE Conference on Automation Science and Engineering. 2008, 388–393 – reference: BashyamS.FuM. C.Application of perturbation analysis to a class of periodic review (s, S) inventory systemsNaval Research Logistics1994411478012587320795.9001110.1002/1520-6750(199402)41:1<47::AID-NAV3220410105>3.0.CO;2-I – reference: ChenC. H.HeD.FuM. C.LeeL. H.Efficient simulation budget allocation for selecting an optimal subsetINFORMS Journal on Computing200820457959510.1287/ijoc.1080.0268 – reference: BrankeJ.ChickS. E.SchmidtC.Selecting a selection procedureManagement Science200753121916193210.1287/mnsc.1070.0721 – reference: ShiL.ÓlafssonS.Nested Partitions Optimization: Methodology and Applications2008New York, NYSpringer – reference: ChenC. H.FuM. C.ShiL.Simulation and optimizationTutorials in Operations Research. Chapter 112008Hanover, MDINFORMS247260 – reference: KimS. H.NelsonB. L.HendersonS. G.NelsonB. L.Selecting the best systemHandbooks in Operations Research and Management Science: Simulation. Chapter 172006AmsterdamElsevier501534 – reference: Pujowidianto N A, Lee L H, Chen C H, Yep C M. Optimal computing budget allocation for constrained optimization. In: Proceedings of the 2009 Winter Simulation Conference. 2009, 584–589 – reference: Fu M C. Are we there yet? The marriage between simulation & optimization. OR/MS Today, 2007, 16–17 – reference: ChickS. E.InoueK.New procedures to select the best simulated system using common random numbersManagement Science20014781133114910.1287/mnsc.47.8.1133.10229 – reference: FuM. C.What you should know about simulation and derivativesNaval Research Logistics200855872373624669301155.9045410.1002/nav.20313 – reference: HoY. C.CassandrasC. G.ChenC. H.DaiL.Ordinal optimization and simulationJournal of the Operational Research Society20005144905001055.90579 – reference: HeD.ChickS. E.ChenC. H.The opportunity cost and OCBA selection procedures in ordinal optimizationIEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews200737595196110.1109/TSMCC.2007.900656 – reference: Fu M C, Chen C H, Shi L. Some topics for simulation optimization. In: Proceedings of the 2008 Winter Simulation Conference. 2008, 27–38 – reference: FuM. C.Optimization via simulation: A reviewAnnals of Operations Research199453119924713106080833.9008910.1007/BF02136830 – reference: Fu M C, Hu J Q, Chen C H, Xiong X. Optimal computing budget allocation under correlated sampling. In: Proceedings of the 2004 Winter Simulation Conference. 2004, 595–603 – reference: HoY. C.SreenivasR. S.VakiliP.Ordinal optimization of DEDSDiscrete Event Dynamic Systems: Theory and Applications19922461880754.60133 – reference: WhittW.What you should know about queuing models to set staffing requirements in service systemsNaval Research Logistics200754547648423807811143.9032210.1002/nav.20243 – reference: Yan S, Zhou E, Chen C H. Efficient simulation budget allocation for selecting the best set of simplest good enough designs. In: Proceedings of the 2010 Winter Simulation Conference. 2010, 1152–1159 – reference: FuM.C.Sample path derivatives for (s, S) inventory systemsOperations Research19944223513640805.9003810.1287/opre.42.2.351 – reference: PflugG. C.RubinsteinR. Y.Inventory processes: Quasi-regenerative property, performance evaluation and sensitivity estimation via simulationStochastic Models200218346949619284971030.9000410.1081/STM-120014222 – reference: FuM. C.HuJ. Q.(s, S) inventory systems with random lead times: Harris recurrence and its implications in sensitivity analysisProbability in the Engineering and Informational Sciences19948335537610.1017/S0269964800003466 – reference: BashyamS.FuM. C.Optimization of (s, S) inventory systems with random lead times and a service level constraintManagement Science19984412S243S2560989.9000410.1287/mnsc.44.12.S243 – reference: ChickS. E.InoueK.New two-stage and sequential procedures for selecting the best simulated systemOperations Research200149573274310.1287/opre.49.5.732.10615 – reference: Chen H C, Chen C H, Dai L, Yücesan E. New development of optimal computing budget allocation for discrete event simulation. 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Chapter 17 year: 2006 ident: 168_CR23 – volume: 7 start-page: 799 issue: 8 year: 1978 ident: 168_CR47 publication-title: Communications in Statistics doi: 10.1080/03610927808827671 – ident: 168_CR30 doi: 10.1109/COASE.2008.4626453 – volume: 10 start-page: 271 issue: 3 year: 2000 ident: 168_CR55 publication-title: Discrete Event Dynamic Systems: Theory and Applications doi: 10.1023/A:1017214011352 – ident: 168_CR24 doi: 10.1145/268437.268501 – volume: 48 start-page: 390 issue: 3 year: 2000 ident: 168_CR48 publication-title: Operations Research doi: 10.1287/opre.48.3.390.12436 – ident: 168_CR37 doi: 10.1109/WSC.2008.4736080 – ident: 168_CR28 – ident: 168_CR1 – volume: 54 start-page: 476 issue: 5 year: 2007 ident: 168_CR21 publication-title: Naval Research Logistics doi: 10.1002/nav.20243 – start-page: 1 volume-title: Tutorials in Operations Research. Chapter 1 year: 2007 ident: 168_CR51 – volume: 36 start-page: 1703 issue: 5 year: 2009 ident: 168_CR32 publication-title: Computers & Operations Research doi: 10.1016/j.cor.2008.04.006 – volume: 41 start-page: 47 issue: 1 year: 1994 ident: 168_CR17 publication-title: Naval Research Logistics doi: 10.1002/1520-6750(199402)41:1<47::AID-NAV3220410105>3.0.CO;2-I – volume: 44 start-page: S243 issue: 12 year: 1998 ident: 168_CR18 publication-title: Management Science doi: 10.1287/mnsc.44.12.S243 – volume: 8 start-page: 355 issue: 3 year: 1994 ident: 168_CR16 publication-title: Probability in the Engineering and Informational Sciences doi: 10.1017/S0269964800003466 – ident: 168_CR38 doi: 10.1109/WSC.2009.5429661 – volume: 12 start-page: 479 issue: 2 year: 2002 ident: 168_CR4 publication-title: SIAM Journal on Optimization doi: 10.1137/S1052623499363220 – ident: 168_CR57 doi: 10.1109/WSC.2008.4736053 – volume: 18 start-page: 469 issue: 3 year: 2002 ident: 168_CR19 publication-title: Stochastic Models doi: 10.1081/STM-120014222 – volume-title: Nested Partitions Optimization: Methodology and Applications year: 2008 ident: 168_CR50 – volume: 42 start-page: 656 issue: 9 year: 2010 ident: 168_CR33 publication-title: IIE Transactions doi: 10.1080/07408171003705367 – volume-title: Handbook of Simulation: Principles, Methodology, Advances, Applications, and Practice. Chapter 9 year: 1998 ident: 168_CR11 – ident: 168_CR40 doi: 10.1109/WSC.2009.5429660 – volume-title: Design and Analysis of Simulation Experiments year: 2008 ident: 168_CR6 – volume: 42 start-page: 351 issue: 2 year: 1994 ident: 168_CR15 publication-title: Operations Research doi: 10.1287/opre.42.2.351 – volume: 26 start-page: 371 issue: 4 year: 1999 ident: 168_CR52 publication-title: Computers & Operations Research doi: 10.1016/S0305-0548(98)00068-9 – volume: 20 start-page: 579 issue: 4 year: 2008 ident: 168_CR39 publication-title: INFORMS Journal on Computing doi: 10.1287/ijoc.1080.0268 – volume: 53 start-page: 1916 issue: 12 year: 2007 ident: 168_CR44 publication-title: Management Science doi: 10.1287/mnsc.1070.0721 – volume-title: Stochastic Simulation Optimization: An Optimal Computing Budget Allocation year: 2011 ident: 168_CR46 – start-page: 633 volume-title: Handbooks in Operations Research and Management Science: Simulation. Chapter 21 year: 2006 ident: 168_CR8 – ident: 168_CR29 – volume: 49 start-page: 732 issue: 5 year: 2001 ident: 168_CR42 publication-title: Operations Research doi: 10.1287/opre.49.5.732.10615 – volume: 2 start-page: 271 issue: 3 year: 2000 ident: 168_CR49 publication-title: Methodology and Computing in Applied Probability doi: 10.1023/A:1010081212560 – volume: 45 start-page: 86 issue: 1 year: 1999 ident: 168_CR3 publication-title: Management Science doi: 10.1287/mnsc.45.1.86 – volume: 53 start-page: 199 issue: 1 year: 1994 ident: 168_CR9 publication-title: Annals of Operations Research doi: 10.1007/BF02136830 – volume-title: Stochastic Approximation Algorithms and Applications year: 2003 ident: 168_CR7 – volume: 49 start-page: 58 issue: 1 year: 2004 ident: 168_CR36 publication-title: IEEE Transactions on Automatic Control doi: 10.1109/TAC.2003.821428 – start-page: 535 volume-title: Handbooks in Operations Research and Management Science: Simulation. Chapter 18 year: 2006 ident: 168_CR5 – volume: 10 start-page: 251 issue: 3 year: 2000 ident: 168_CR25 publication-title: Discrete Event Dynamic Systems: Theory and Applications doi: 10.1023/A:1008349927281 – start-page: 575 volume-title: Handbooks in Operations Research and Management Science: Simulation. Chapter 19 year: 2006 ident: 168_CR13 – volume: 53 start-page: 867 issue: 5 year: 2005 ident: 168_CR34 publication-title: Operations Research doi: 10.1287/opre.1040.0187 – volume: 42 start-page: 60 issue: 1 year: 2010 ident: 168_CR26 publication-title: IIE Transactions doi: 10.1080/07408170903116360 – volume-title: Design and Analysis of Experiments for Statistical Selection, Screening, and Multiple Comparisons year: 1995 ident: 168_CR22 – volume-title: Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method year: 1993 ident: 168_CR2 – ident: 168_CR31 – ident: 168_CR41 doi: 10.1109/WSC.2010.5679075 – start-page: 247 volume-title: Tutorials in Operations Research. Chapter 11 year: 2008 ident: 168_CR56 – volume: 55 start-page: 723 issue: 8 year: 2008 ident: 168_CR14 publication-title: Naval Research Logistics doi: 10.1002/nav.20313 – volume: 14 start-page: 192 issue: 3 year: 2002 ident: 168_CR10 publication-title: INFORMS Journal on Computing doi: 10.1287/ijoc.14.3.192.113 – start-page: 617 volume-title: Handbooks in Operations Research and Management Science: Simulation. Chapter 20 year: 2006 ident: 168_CR12 – start-page: 229 volume-title: The Next Wave in Computing, Optimization, and Decision Technologies year: 2005 ident: 168_CR20 doi: 10.1007/0-387-23529-9_16 – volume: 51 start-page: 490 issue: 4 year: 2000 ident: 168_CR54 publication-title: Journal of the Operational Research Society doi: 10.1057/palgrave.jors.2600906 – volume: 19 start-page: 101 issue: 1 year: 2007 ident: 168_CR27 publication-title: INFORMS Journal on Computing doi: 10.1287/ijoc.1050.0141 – volume: 37 start-page: 951 issue: 5 year: 2007 ident: 168_CR35 publication-title: IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews doi: 10.1109/TSMCC.2007.900656 – volume: 2 start-page: 61 issue: 4 year: 1992 ident: 168_CR53 publication-title: Discrete Event Dynamic Systems: Theory and Applications – volume: 47 start-page: 1133 issue: 8 year: 2001 ident: 168_CR43 publication-title: Management Science doi: 10.1287/mnsc.47.8.1133.10229 – volume: 41 start-page: 1227 issue: 8 year: 1996 ident: 168_CR45 publication-title: IEEE Transactions on Automatic Control doi: 10.1109/9.533692 |
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