Simulation and Optimization

Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23¿25, 1990
Herausgegeben:Pflug, Georg; Dieter, Ulrich

• Broschiertes Buch

Produktbeschreibung

This is a proceedings volume of a workshop on "Computationally intensive methods in Simulation and Optimization". The purpose of the meeting was to review and evaluate newly developed methods for combining simulation andoptimization. These methods are used for decision problems about stochastic systems like production systems or communication networks, which are too complex for being modeled in an analytic way. A simulation model for such a system is the basis for an efficient use of recursive (stochastic optimization techniques.) The volume contains selected papers from three areas:
1. Gradient techniques for discrete event simulation models
2. Stochastic optimization methods
3. Efficient random generation methods

The book contains articles dealing with competing methods like the score method, perturbation analysis and experimental design techniques. For the first time, a comparision between these techniques is made.

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This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de cisions when only incomplete information oft.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de mand can be described by a probability distribution, the problem is called a stochastic optimization problem.

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Lecture Notes in Economics and Mathematical Systems 374
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-54980-2
• 1992
• Seitenzahl: 180
• Erscheinungstermin: 29. Januar 1992
• Englisch
• Abmessung: 244mm x 170mm x 11mm
• Gewicht: 256g
• ISBN-13: 9783540549802
• ISBN-10: 3540549803
• Artikelnr.: 09216502

Inhaltsangabe

I: Optimization of Simulated Systems.- Performance evaluation for the score function method in sensitivity analysis and stochastic optimization.- Experimental results for gradient estimation and optimization of a markov chain in steady-staten.- Optimization of stochastic discrete event dynamic systems.- Sensitivity analysis of simulation experiments: Regression analysis and statistical design.- II: Optimization and Stochastic Optimization.- A stochastic optimization approach for training the parameters in neural networks.- Integrated stochastic approximation program system.- Lexicographic duality in linear optimization.- Dual optimization of dynamic systems.- Stochastic approximation via averaging: The Polyak's approach revisited.- III: Random Numbers.- Nonuniform random numbers: A sensitivity analysis for transformation methods.- Nonlinear methods for pseudorandom number and vector generation.- Sampling from discrete and continuous distributions with c-rand.