Simulation optimization

  • Authors:
  • Michael C. Fu

  • Affiliations:
  • University of Maryland, College Park, MD

  • Venue:
  • Proceedings of the 33nd conference on Winter simulation
  • Year:
  • 2001

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Abstract

In this tutorial introduction to simulation optimization, we present motivating and illustrative examples, summarize most of the major approaches, and briefly describe some software implementations. The focus is on issues and concepts, rather than mathematical rigor, so the format is Q & A rather than theorem-proof.