Proceedings of the Winter Simulation Conference, 2005. · 2006 · 197 citations · 24 references
BusinessOperations ManagementOptimizationComputational ModelingOptimization ModelingSimulation MethodsSimulation ModelingSimulation OptimizationSimulation-based OptimizationDescriptive ReviewMulti-objective SimulationOptimization-based SimulationOptimization-driven SimulationSimulation Optimization AlgorithmsSimulation-based Stochastic Optimization
We provide a descriptive review of the main approaches for carrying out simulation optimization, and sample some recent algorithmic and theoretical developments in simulation optimization research. Then we survey some of the software available for simulation languages and spreadsheets, and present several illustrative applications.
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A Tutorial on the Cross-Entropy Method
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor et al. · Annals of Operations Research · 2005 · 3K citations · Full text