Sampling derivatives of probabilities
Computing
A unified view of the IPA, SF, and LR gradient estimation techniques
Management Science
Simulation optimization of (s,S) inventory systems
WSC '92 Proceedings of the 24th conference on Winter simulation
New development of optimal computing budget allocation for discrete event simulation
Proceedings of the 29th conference on Winter simulation
Finding Optimal Material Release Times Using Simulation-Based Optimization
Management Science
New parallel randomized algorithms for the traveling salesman problem
Computers and Operations Research - Special issue on the traveling salesman problem
Likelilood ratio gradient estimation: an overview
WSC '87 Proceedings of the 19th conference on Winter simulation
Introduction to Reinforcement Learning
Introduction to Reinforcement Learning
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Neuro-Dynamic Programming
The Sample Average Approximation Method for Stochastic Discrete Optimization
SIAM Journal on Optimization
Simulation Budget Allocation for Further Enhancing theEfficiency of Ordinal Optimization
Discrete Event Dynamic Systems
A New Algorithm for Stochastic Discrete Resource AllocationOptimization
Discrete Event Dynamic Systems
Nested Partitions Method for Global Optimization
Operations Research
New Two-Stage and Sequential Procedures for Selecting the Best Simulated System
Operations Research
Feature Article: Optimization for simulation: Theory vs. Practice
INFORMS Journal on Computing
A large deviations perspective on ordinal optimization
WSC '04 Proceedings of the 36th conference on Winter simulation
Optimal computing budget allocation for multi-objective simulation models
WSC '04 Proceedings of the 36th conference on Winter simulation
Optimal computing budget allocation under correlated sampling
WSC '04 Proceedings of the 36th conference on Winter simulation
Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering)
Simulation-based Algorithms for Markov Decision Processes (Communications and Control Engineering)
A testbed of simulation-optimization problems
Proceedings of the 38th conference on Winter simulation
Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling
INFORMS Journal on Computing
Selection Procedures with Frequentist Expected Opportunity Cost Bounds
Operations Research
Approximate Dynamic Programming: Solving the Curses of Dimensionality (Wiley Series in Probability and Statistics)
Design and Analysis of Simulation Experiments
Design and Analysis of Simulation Experiments
IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews
Simulation optimization using the cross-entropy method with optimal computing budget allocation
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Integrating particle swarm optimization with reinforcement learning in noisy problems
Proceedings of the 14th annual conference on Genetic and evolutionary computation
Modeling the global freight transportation system: a multi-level modeling perspective
Proceedings of the Winter Simulation Conference
Sopt: ontology for simulation optimization for scientific experiments
Proceedings of the Winter Simulation Conference
Proceedings of the Winter Simulation Conference
An open-source population indifference zone-based algorithm for simulation optimization
Proceedings of the Winter Simulation Conference
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We give a tutorial introduction to simulation optimization. We begin by classifying the problem setting according to the decision variables and constraints, putting the setting in the simulation context, and then summarize the main approaches to simulation optimization. We then discuss three topics in more depth: optimal computing budget allocation, stochastic gradient estimation, and the nested partitions method. We conclude by briefly discussing some related research and currently available simulation optimization software.