Handbook Of Simulation Optimization
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Handbook Of Simulation Optimization
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Author : Michael C Fu
language : en
Publisher: Springer
Release Date : 2014-11-13
Handbook Of Simulation Optimization written by Michael C Fu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-13 with Business & Economics categories.
The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes. This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.
Handbook Of Simulation
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Author : Jerry Banks
language : en
Publisher: John Wiley & Sons
Release Date : 1998-09-14
Handbook Of Simulation written by Jerry Banks and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-09-14 with Technology & Engineering categories.
Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)
Handbook In Monte Carlo Simulation
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Author : Paolo Brandimarte
language : en
Publisher: John Wiley & Sons
Release Date : 2014-06-17
Handbook In Monte Carlo Simulation written by Paolo Brandimarte and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-17 with Business & Economics categories.
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
Handbook Of Research On Manufacturing Process Modeling And Optimization Strategies
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Author : Das, Raja
language : en
Publisher: IGI Global
Release Date : 2017-03-10
Handbook Of Research On Manufacturing Process Modeling And Optimization Strategies written by Das, Raja and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-10 with Business & Economics categories.
Recent improvements in business process strategies have allowed more opportunities to attain greater developmental performances. This has led to higher success in day-to-day production and overall competitive advantage. The Handbook of Research on Manufacturing Process Modeling and Optimization Strategies is a pivotal reference source for the latest research on the various manufacturing methodologies and highlights the best optimization approaches to achieve boosted process performance. Featuring extensive coverage on relevant areas such as genetic algorithms, fuzzy set theory, and soft computing techniques, this publication is an ideal resource for researchers, practitioners, academicians, designers, manufacturing engineers, and institutions involved in design and manufacturing projects.
Handbook Of Operations Research And Management Information Science
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Author :
language : en
Publisher:
Release Date : 2012
Handbook Of Operations Research And Management Information Science written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Simulation methods categories.
Handbooks In Operations Research And Management Science Simulation
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Author : Shane G. Henderson
language : en
Publisher: Elsevier
Release Date : 2006-09-02
Handbooks In Operations Research And Management Science Simulation written by Shane G. Henderson and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-02 with Business & Economics categories.
This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis. Emphasis is placed on the ideas and methods that are likely to remain an intrinsic part of the foundation of the field for the foreseeable future. The chapters provide up-to-date references for both the simulation researcher and the advanced simulation user, but they do not constitute an introductory level ‘how to’ guide. Computer scientists, financial analysts, industrial engineers, management scientists, operations researchers and many other professionals use stochastic simulation to design, understand and improve communications, financial, manufacturing, logistics, and service systems. A theme that runs throughout these diverse applications is the need to evaluate system performance in the face of uncertainty, including uncertainty in user load, interest rates, demand for product, availability of goods, cost of transportation and equipment failures. * Tightly focused chapters written by experts * Surveys concepts, principles, tools, and techniques that underlie the theory and practice of stochastic simulation design and analysis * Provides an up-to-date reference for both simulation researchers and advanced simulation users
Handbook Of Monte Carlo Methods
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Author : Dirk P. Kroese
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-06
Handbook Of Monte Carlo Methods written by Dirk P. Kroese and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-06 with Mathematics categories.
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.
Stochastic Simulation Optimization
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Author : Chun-hung Chen
language : en
Publisher: World Scientific
Release Date : 2011
Stochastic Simulation Optimization written by Chun-hung Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Computers categories.
With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-form analytical solutions generally do not exist for such problems. However, the added flexibility of simulation often creates models that are computationally intractable. Moreover, to obtain a sound statistical estimate at a specified level of confidence, a large number of simulation runs (or replications) is usually required for each design alternative. If the number of design alternatives is large, the total simulation cost can be very expensive. Stochastic Simulation Optimization addresses the pertinent efficiency issue via smart allocation of computing resource in the simulation experiments for optimization, and aims to provide academic researchers and industrial practitioners with a comprehensive coverage of OCBA approach for stochastic simulation optimization. Starting with an intuitive explanation of computing budget allocation and a discussion of its impact on optimization performance, a series of OCBA approaches developed for various problems are then presented, from the selection of the best design to optimization with multiple objectives. Finally, this book discusses the potential extension of OCBA notion to different applications such as data envelopment analysis, experiments of design and rare-event simulation.
Applied Simulation And Optimization 2
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Author : Miguel Mujica Mota
language : en
Publisher: Springer
Release Date : 2017-05-18
Applied Simulation And Optimization 2 written by Miguel Mujica Mota and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-18 with Computers categories.
Building on the author’s earlier Applied Simulation and Optimization, this book presents novel methods for solving problems in industry, based on hybrid simulation-optimization approaches that combine the advantages of both paradigms. The book serves as a comprehensive guide to tackling scheduling, routing problems, resource allocations and other issues in industrial environments, the service industry, production processes, or supply chains and aviation. Logistics, manufacturing and operational problems can either be modelled using optimization techniques or approaches based on simulation methodologies. Optimization techniques have the advantage of performing efficiently when the problems are properly defined, but they are often developed through rigid representations that do not include or accurately represent the stochasticity inherent in real systems. Furthermore, important information is lost during the abstraction process to fit each problem into the optimization technique. On the other hand, simulation approaches possess high description levels, but the optimization is generally performed through sampling of all the possible configurations of the system. The methods explored in this book are of use to researchers and practising engineers in fields ranging from supply chains to the aviation industry.
Body Of Knowledge For Modeling And Simulation
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Author : Tuncer Ören
language : en
Publisher: Springer Nature
Release Date : 2023-01-27
Body Of Knowledge For Modeling And Simulation written by Tuncer Ören and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-27 with Computers categories.
Commissioned by the Society for Modeling and Simulation International (SCS), this needed, useful new ‘Body of Knowledge’ (BoK) collects and organizes the common understanding of a wide collection of professionals and professional associations. Modeling and simulation (M&S) is a ubiquitous discipline that lays the computational foundation for real and virtual experimentation, clearly stating boundaries—and interactions—of systems, data, and representations. The field is well known, too, for its training support via simulations and simulators. Indeed, with computers increasingly influencing the activities of today’s world, M&S is the third pillar of scientific understanding, taking its place along with theory building and empirical observation. This valuable new handbook provides intellectual support for all disciplines in analysis, design and optimization. It contributes increasingly to the growing number of computational disciplines, addressing the broad variety of contributing as well as supported disciplines and application domains. Further, each of its sections provide numerous references for further information. Highly comprehensive, the BoK represents many viewpoints and facets, captured under such topics as: Mathematical and Systems Theory Foundations Simulation Formalisms and Paradigms Synergies with Systems Engineering and Artificial Intelligence Multidisciplinary Challenges Ethics and Philosophy Historical Perspectives Examining theoretical as well as practical challenges, this unique volume addresses the many facets of M&S for scholars, students, and practitioners. As such, it affords readers from all science, engineering, and arts disciplines a comprehensive and concise representation of concepts, terms, and activities needed to explain the M&S discipline. Tuncer Ören is Professor Emeritus at the University of Ottawa. Bernard Zeigler is Professor Emeritus at the University of Arizona. Andreas Tolk is Chief Scientist at The MITRE Corporation. All three editors are long-time members and Fellows of the Society for Modeling and Simulation International. Under the leadership of three SCS Fellows, Dr. Ören, University of Ottawa, Dr. Zeigler, The University of Arizona, and Dr. Tolk, The MITRE Corporation, more than 50 international scholars from 15 countries provided insights and experience to compile this initial M&S Body of Knowledge.