Stochastic approximation for Monte Carlo optimization
WSC '86 Proceedings of the 18th conference on Winter simulation
Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
A tutorial on simulation optimization
WSC '92 Proceedings of the 24th conference on Winter simulation
Single run optimization using the reverse-simulation method
Proceedings of the 29th conference on Winter simulation
On using continuous flow lines for performance estimation of discrete production lines
WSC '91 Proceedings of the 23rd conference on Winter simulation
WSC '88 Proceedings of the 20th conference on Winter simulation
WSC '88 Proceedings of the 20th conference on Winter simulation
Optimization in simulation: a survey of recent results
WSC '87 Proceedings of the 19th conference on Winter simulation
Simulation optimization methodologies
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
An approach for finding discrete variable design alternatives using a simulation optimization method
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Batch-size effects on simulation optimization using multiple comparisons with the best
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Finite-time behavior of two simulation optimization algorithms
WSC' 90 Proceedings of the 22nd conference on Winter simulation
Sample Path Analysis for Continuous Tandem Production Lines
Discrete Event Dynamic Systems
Simulation response optimization via direct conjugate direction method
Computers and Operations Research
Using a standard clock technique for efficient simulation
Operations Research Letters
Techniques for simulation response optimization
Operations Research Letters
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This paper gives a short survey of Monte Carlo algorithms for stochastic optimization. Both discrete and continuous parameter stochastic optimization are discussed, with emphasis on the analysis of convergence rate. Some future research directions for the area are also indicated.