Handbook of simulation optimization /
edited by Michael C Fu.
- xvi, 387 páginas : 18 ilustraciones, 9 ilustraciones en color.
- International Series in Operations Research & Management Science, 216 0884-8289 ; .
Springer eBooks
Overview of the Handbook -- Discrete Optimization via Simulation -- Ranking and Selection: 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 Methods: Theory and Implementation -- Model-Based Stochastic Search Methods -- Solving Markov Decision Processes via Simulation.