Handbook of Simulation Optimization PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Handbook of Simulation Optimization PDF full book. Access full book title Handbook of Simulation Optimization by Michael C Fu. Download full books in PDF and EPUB format.
Author: Michael C Fu
Publisher: Springer
ISBN: 1493913840
Category : Business & Economics
Languages : en
Pages : 400
Get Book Here
Book Description
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.
Author: Michael C Fu
Publisher: Springer
ISBN: 1493913840
Category : Business & Economics
Languages : en
Pages : 400
Get Book Here
Book Description
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.
Author: Jerry Banks
Publisher: John Wiley & Sons
ISBN: 9780471134039
Category : Technology & Engineering
Languages : en
Pages : 868
Get Book Here
Book Description
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)
Author: Chun-hung Chen
Publisher: World Scientific
ISBN: 9814282642
Category : Computers
Languages : en
Pages : 246
Get Book Here
Book Description
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.
Author: Paolo Brandimarte
Publisher: John Wiley & Sons
ISBN: 1118594517
Category : Business & Economics
Languages : en
Pages : 620
Get Book Here
Book Description
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.
Author: Richard C. Peralta
Publisher: CRC Press
ISBN: 1439838070
Category : Technology & Engineering
Languages : en
Pages : 509
Get Book Here
Book Description
Existing and impending water shortages argue for improving water quantity and quality management. Groundwater Optimization Handbook: Flow, Contaminant Transport, and Conjunctive Management helps you formulate and solve groundwater optimization problems to ensure sustainable supplies of adequate quality and quantity. It shows you how to more effecti
Author: Shane G. Henderson
Publisher: Elsevier
ISBN: 0080464769
Category : Business & Economics
Languages : en
Pages : 693
Get Book Here
Book Description
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
Author: Ralf Borndörfer
Publisher: Springer
ISBN: 3319721534
Category : Business & Economics
Languages : en
Pages : 334
Get Book Here
Book Description
This book promotes the use of mathematical optimization and operations research methods in rail transportation. The editors assembled thirteen contributions from leading scholars to present a unified voice, standardize terminology, and assess the state-of-the-art. There are three main clusters of articles, corresponding to the classical stages of the planning process: strategic, tactical, and operational. These three clusters are further subdivided into five parts which correspond to the main phases of the railway network planning process: network assessment, capacity planning, timetabling, resource planning, and operational planning. Individual chapters cover: Simulation Capacity Assessment Network Design Train Routing Robust Timetabling Event Scheduling Track Allocation Blocking Shunting Rolling Stock Crew Scheduling Dispatching Delay Propagation
Author: Dirk P. Kroese
Publisher: John Wiley & Sons
ISBN: 1118014952
Category : Mathematics
Languages : en
Pages : 627
Get Book Here
Book Description
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.
Author: Vishal Jain
Publisher: CRC Press
ISBN: 100045567X
Category : Business & Economics
Languages : en
Pages : 295
Get Book Here
Book Description
Technology is moving at an exponential pace in this era of computational intelligence. Machine learning has emerged as one of the most promising tools used to challenge and think beyond current limitations. This handbook will provide readers with a leading edge to improving their products and processes through optimal and smarter machine learning techniques. This handbook focuses on new machine learning developments that can lead to newly developed applications. It uses a predictive and futuristic approach, which makes machine learning a promising tool for processes and sustainable solutions. It also promotes newer algorithms that are more efficient and reliable for new dimensions in discovering other applications, and then goes on to discuss the potential in making better use of machines in order to ensure optimal prediction, execution, and decision-making. Individuals looking for machine learning-based knowledge will find interest in this handbook. The readership ranges from undergraduate students of engineering and allied courses to researchers, professionals, and application designers.
Author: Vasant, Pandian
Publisher: IGI Global
ISBN: 1466696451
Category : Mathematics
Languages : en
Pages : 999
Get Book Here
Book Description
Modern optimization approaches have attracted many research scientists, decision makers and practicing researchers in recent years as powerful intelligent computational techniques for solving several complex real-world problems. The Handbook of Research on Modern Optimization Algorithms and Applications in Engineering and Economics highlights the latest research innovations and applications of algorithms designed for optimization applications within the fields of engineering, IT, and economics. Focusing on a variety of methods and systems as well as practical examples, this book is a significant resource for graduate-level students, decision makers, and researchers in both public and private sectors who are seeking research-based methods for modeling uncertain real-world problems. .
