Simulation optimization: a review of algorithms and applications - Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J. (Annals of operations research, 2016)
Keywords: Algebra; Algorithms; Business and Management; Combinatorics; Computer simulation; Decision-making; Engineering; Expected values; Management research; Mathematical analysis; Mathematical functions; Mathematical models; Mathematical optimization; Mathematical programming; Methods; Operations research; Operations Research/Decision Theory; Optimization; R&D; Random variables; Research & development; SI: 4OR Surveys; Simulation; Simulation methods; Software; State of the art; Studies; Theory of Computation; Simulation optimization; Optimization via simulation; Derivative-free optimization