Abstract
The problem of optimizing the expected performance of a discrete-event, stochastic system was studied. The study proposed an optimization-via-simulation algorithm for solving the stochastic, discrete-event simulation problem. The decision variables of the system were such that they might be subjected to the deterministic linear integer constraints. The proposed approach, which consisted of a global guidance system, a selection-of-the-best procedure, and local improvement method, was globally convergent under mild conditions.
Original language | English (US) |
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Pages (from-to) | 155-179 |
Number of pages | 25 |
Journal | ACM Transactions on Modeling and Computer Simulation |
Volume | 13 |
Issue number | 2 |
DOIs | |
State | Published - Apr 2003 |
Keywords
- Random search
- Ranking and selection
- Stochastic optimization
ASJC Scopus subject areas
- Modeling and Simulation
- Computer Science Applications