Handbook of Simulation Optimization (International Series in Operations Research & Management Science)

by Michael C. Fu

Overview of the Handbook.- Discrete Optimization via Simulation.- Ranking and Efficient Simulation Budget Allocation.- Response Surface Methodology.- Stochastic Gradient Estimation.- An Overview of Stochastic Approximation.- Stochastic Approximation Methods and Their Finite-time Convergence Properties.- A Guide to Sample Average Approximation.- Stochastic Constraints and Variance Reduction Techniques.- A Review of Random Search Methods.- Stochastic Adaptive Search Theory and Implementation.- Model-Based Stochastic Search Methods.- Solving Markov Decision Processes via Simulation.

Hardcover

First published October 29, 2014