Handbook of Simulation Optimization

Edited by Michael C Fu ()

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2015
Edition: 2015
ISBN: 978-1-4939-1384-8
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Chapters in this book:

Ch Chapter 1 Overview of the Handbook

Michael C. Fu

Ch Chapter 10 A Review of Random Search Methods

Sigrún Andradóttir

Ch Chapter 11 Stochastic Adaptive Search Methods: Theory and Implementation

Zelda B. Zabinsky

Ch Chapter 12 Model-Based Stochastic Search Methods

Jiaqiao Hu

Ch Chapter 13 Solving Markov Decision Processes via Simulation

Abhijit Gosavi

Ch Chapter 2 Discrete Optimization via Simulation

L. Jeff Hong, Barry L. Nelson and Jie Xu

Ch Chapter 3 Ranking and Selection: Efficient Simulation Budget Allocation

Chun-Hung Chen, Stephen E. Chick, Loo Hay Lee and Nugroho A. Pujowidianto

Ch Chapter 4 Response Surface Methodology

Jack Kleijnen

Ch Chapter 5 Stochastic Gradient Estimation

Michael C. Fu

Ch Chapter 6 An Overview of Stochastic Approximation

Marie Chau and Michael C. Fu

Ch Chapter 7 Stochastic Approximation Methods and Their Finite-Time Convergence Properties

Saeed Ghadimi and Guanghui Lan

Ch Chapter 8 A Guide to Sample Average Approximation

Sujin Kim, Raghu Pasupathy and Shane G. Henderson

Ch Chapter 9 Stochastic Constraints and Variance Reduction Techniques

Tito Homem- de-Mello and Güzin Bayraksan

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DOI: 10.1007/978-1-4939-1384-8

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