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Optimization via simulation over discrete decision variables

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Optimization via simulation over discrete decision variables. / Nelson, Barry L.
TutORials in Operations Research. ed. / John H. Hasenbein. Vol. 7 Hanover, Md.: INFORMS, 2010. p. 193-207.

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Harvard

Nelson, BL 2010, Optimization via simulation over discrete decision variables. in JH Hasenbein (ed.), TutORials in Operations Research. vol. 7, INFORMS, Hanover, Md., pp. 193-207. https://doi.org/10.1287/educ.1100.0069

APA

Nelson, B. L. (2010). Optimization via simulation over discrete decision variables. In J. H. Hasenbein (Ed.), TutORials in Operations Research (Vol. 7, pp. 193-207). INFORMS. https://doi.org/10.1287/educ.1100.0069

Vancouver

Nelson BL. Optimization via simulation over discrete decision variables. In Hasenbein JH, editor, TutORials in Operations Research. Vol. 7. Hanover, Md.: INFORMS. 2010. p. 193-207 doi: 10.1287/educ.1100.0069

Author

Nelson, Barry L. / Optimization via simulation over discrete decision variables. TutORials in Operations Research. editor / John H. Hasenbein. Vol. 7 Hanover, Md. : INFORMS, 2010. pp. 193-207

Bibtex

@inbook{2df612ba297243c4b49358f1ea352362,
title = "Optimization via simulation over discrete decision variables",
abstract = "Both the simulation research and software communities have been interested in optimization via simulation (OvS), by which we mean maximizing or minimizing the expected value of some output of a stochastic simulation. Continuous-decision-variable OvS, and gradient estimation to support it, has been an active research area with significant advances. However, the decision variables in many operations research and management science simulations are more naturally discrete, even categorical. In this tutorial we describe some of the research directions and results available for discrete-decision-variable OvS, and provide some guidance for using the OvS heuristics that are built into simulation modeling software.",
author = "Nelson, {Barry L.}",
year = "2010",
doi = "10.1287/educ.1100.0069",
language = "English",
isbn = "978-0-9843378-0-4",
volume = "7",
pages = "193--207",
editor = "Hasenbein, {John H.}",
booktitle = "TutORials in Operations Research",
publisher = "INFORMS",

}

RIS

TY - CHAP

T1 - Optimization via simulation over discrete decision variables

AU - Nelson, Barry L.

PY - 2010

Y1 - 2010

N2 - Both the simulation research and software communities have been interested in optimization via simulation (OvS), by which we mean maximizing or minimizing the expected value of some output of a stochastic simulation. Continuous-decision-variable OvS, and gradient estimation to support it, has been an active research area with significant advances. However, the decision variables in many operations research and management science simulations are more naturally discrete, even categorical. In this tutorial we describe some of the research directions and results available for discrete-decision-variable OvS, and provide some guidance for using the OvS heuristics that are built into simulation modeling software.

AB - Both the simulation research and software communities have been interested in optimization via simulation (OvS), by which we mean maximizing or minimizing the expected value of some output of a stochastic simulation. Continuous-decision-variable OvS, and gradient estimation to support it, has been an active research area with significant advances. However, the decision variables in many operations research and management science simulations are more naturally discrete, even categorical. In this tutorial we describe some of the research directions and results available for discrete-decision-variable OvS, and provide some guidance for using the OvS heuristics that are built into simulation modeling software.

U2 - 10.1287/educ.1100.0069

DO - 10.1287/educ.1100.0069

M3 - Chapter

SN - 978-0-9843378-0-4

VL - 7

SP - 193

EP - 207

BT - TutORials in Operations Research

A2 - Hasenbein, John H.

PB - INFORMS

CY - Hanover, Md.

ER -