Simulation And 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.
Stochastic Simulation Optimization An Optimal Computing Budget Allocation
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Author : Chun-hung Chen
language : en
Publisher: World Scientific
Release Date : 2010-06-04
Stochastic Simulation Optimization An Optimal Computing Budget Allocation 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 2010-06-04 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.
Simulation Based Optimization
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Author : Abhijit Gosavi
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-06-30
Simulation Based Optimization written by Abhijit Gosavi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-30 with Science categories.
Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of simulation-based optimization. The book's objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing the reader with the ability to model relevant real-life problems using these techniques. (2) It outlines the computational technology underlying these methods. Taken together these two aspects demonstrate that the mathematical and computational methods discussed in this book do work. Broadly speaking, the book has two parts: (1) parametric (static) optimization and (2) control (dynamic) optimization. Some of the book's special features are: *An accessible introduction to reinforcement learning and parametric-optimization techniques. *A step-by-step description of several algorithms of simulation-based optimization. *A clear and simple introduction to the methodology of neural networks. *A gentle introduction to convergence analysis of some of the methods enumerated above. *Computer programs for many algorithms of simulation-based optimization.
Modeling Simulation And Optimization
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Author : Pandian Vasant
language : en
Publisher: Springer
Release Date : 2018-05-23
Modeling Simulation And Optimization written by Pandian Vasant and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-23 with Technology & Engineering categories.
This book features selected contributions in the areas of modeling, simulation, and optimization. The contributors discusses requirements in problem solving for modeling, simulation, and optimization. Modeling, simulation, and optimization have increased in demand in exponential ways and how potential solutions might be reached. They describe how new technologies in computing and engineering have reduced the dimension of data coverage worldwide, and how recent inventions in information and communication technology (ICT) have inched towards reducing the gaps and coverage of domains globally. The chapters cover how the digging of information in a large data and soft-computing techniques have contributed to a strength in prediction and analysis, for decision making in computer science, technology, management, social computing, green computing, and telecom. The book provides an insightful reference to the researchers in the fields of engineering and computer science. Researchers, academics, and professionals will benefit from this volume. Features selected expanded papers in modeling, simulation, and optimization from COMPSE 2016; Includes research into soft computing and its application in engineering and technology; Presents contributions from global experts in academia and industry in modeling, simulation, and optimization.
Simulation And Optimization In Finance
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Author : Dessislava A. Pachamanova
language : en
Publisher: John Wiley & Sons
Release Date : 2010-09-23
Simulation And Optimization In Finance written by Dessislava A. Pachamanova 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 2010-09-23 with Business & Economics categories.
An introduction to the theory and practice of financial simulation and optimization In recent years, there has been a notable increase in the use of simulation and optimization methods in the financial industry. Applications include portfolio allocation, risk management, pricing, and capital budgeting under uncertainty. This accessible guide provides an introduction to the simulation and optimization techniques most widely used in finance, while at the same time offering background on the financial concepts in these applications. In addition, it clarifies difficult concepts in traditional models of uncertainty in finance, and teaches you how to build models with software. It does this by reviewing current simulation and optimization methodology-along with available software-and proceeds with portfolio risk management, modeling of random processes, pricing of financial derivatives, and real options applications. Contains a unique combination of finance theory and rigorous mathematical modeling emphasizing a hands-on approach through implementation with software Highlights not only classical applications, but also more recent developments, such as pricing of mortgage-backed securities Includes models and code in both spreadsheet-based software (@RISK, Solver, Evolver, VBA) and mathematical modeling software (MATLAB) Filled with in-depth insights and practical advice, Simulation and Optimization Modeling in Finance offers essential guidance on some of the most important topics in financial management.
Modeling Simulation And Optimization Of Supply Chains
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Author : Ciro D'Apice
language : en
Publisher: SIAM
Release Date : 2010-07-01
Modeling Simulation And Optimization Of Supply Chains written by Ciro D'Apice and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-01 with Mathematics categories.
This book offers a state-of-the-art introduction to the mathematical theory of supply chain networks, focusing on those described by partial differential equations. The authors discuss modeling of complex supply networks as well as their mathematical theory, explore modeling, simulation, and optimization of some of the discussed models, and present analytical and numerical results on optimization problems. Real-world examples are given to demonstrate the applicability of the presented approaches. Graduate students and researchers who are interested in the theory of supply chain networks described by partial differential equations will find this book useful. It can also be used in advanced graduate-level courses on modeling of physical phenomena as well as introductory courses on supply chain theory.
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.
Simulation And Optimization In Process Engineering
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Author : Michael Bortz
language : en
Publisher: Elsevier
Release Date : 2022-04-16
Simulation And Optimization In Process Engineering written by Michael Bortz and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-04-16 with Technology & Engineering categories.
Simulation and Optimization in Process Engineering: The Benefit of Mathematical Methods in Applications of the Process Industry brings together examples where the successful transfer of progress made in mathematical simulation and optimization has led to innovations in an industrial context that created substantial benefit. Containing introductory accounts on scientific progress in the most relevant topics of process engineering (substance properties, simulation, optimization, optimal control and real time optimization), the examples included illustrate how such scientific progress has been transferred to innovations that delivered a measurable impact, covering details of the methods used, and more. With each chapter bringing together expertise from academia and industry, this book is the first of its kind, providing demonstratable insights. - Recent mathematical methods are transformed into industrially relevant innovations. - Covers recent progress in mathematical simulation and optimization in a process engineering context with chapters written by experts from both academia and industry - Provides insight into challenges in industry aiming for a digitized world.
Reduced Order Modeling Rom For Simulation And Optimization
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Author : Winfried Keiper
language : en
Publisher: Springer
Release Date : 2018-04-20
Reduced Order Modeling Rom For Simulation And Optimization written by Winfried Keiper and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-20 with Mathematics categories.
This edited monograph collects research contributions and addresses the advancement of efficient numerical procedures in the area of model order reduction (MOR) for simulation, optimization and control. The topical scope includes, but is not limited to, new out-of-the-box algorithmic solutions for scientific computing, e.g. reduced basis methods for industrial problems and MOR approaches for electrochemical processes. The target audience comprises research experts and practitioners in the field of simulation, optimization and control, but the book may also be beneficial for graduate students alike.
Surrogate Based Modeling And Optimization
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Author : Slawomir Koziel
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-06
Surrogate Based Modeling And Optimization written by Slawomir Koziel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-06 with Mathematics categories.
Contemporary engineering design is heavily based on computer simulations. Accurate, high-fidelity simulations are used not only for design verification but, even more importantly, to adjust parameters of the system to have it meet given performance requirements. Unfortunately, accurate simulations are often computationally very expensive with evaluation times as long as hours or even days per design, making design automation using conventional methods impractical. These and other problems can be alleviated by the development and employment of so-called surrogates that reliably represent the expensive, simulation-based model of the system or device of interest but they are much more reasonable and analytically tractable. This volume features surrogate-based modeling and optimization techniques, and their applications for solving difficult and computationally expensive engineering design problems. It begins by presenting the basic concepts and formulations of the surrogate-based modeling and optimization paradigm and then discusses relevant modeling techniques, optimization algorithms and design procedures, as well as state-of-the-art developments. The chapters are self-contained with basic concepts and formulations along with applications and examples. The book will be useful to researchers in engineering and mathematics, in particular those who employ computationally heavy simulations in their design work.