Simulation optimization: a comprehensive review on theory and applications

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dc.citation.epage1081en_US
dc.citation.issueNumber11en_US
dc.citation.spage1067en_US
dc.citation.volumeNumber36en_US
dc.contributor.authorTekin, E.en_US
dc.contributor.authorSabuncuoglu, I.en_US
dc.date.accessioned2016-02-08T10:25:40Z
dc.date.available2016-02-08T10:25:40Z
dc.date.issued2004en_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.description.abstractFor several decades, simulation has been used as a descriptive tool by the operations research community in the modeling and analysis of a wide variety of complex real systems. With recent developments in simulation optimization and advances in computing technology, it now becomes feasible to use simulation as a prescriptive tool in decision support systems. In this paper, we present a comprehensive survey on techniques for simulation optimization with emphasis given on recent developments. We classify the existing techniques according to problem characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). We discuss the major advantages and possible drawbacks of the different techniques. A comprehensive bibliography and future research directions are also provided in the paper.en_US
dc.identifier.doi10.1080/07408170490500654en_US
dc.identifier.eissn1545-8830
dc.identifier.issn0740-817X
dc.identifier.urihttp://hdl.handle.net/11693/24206
dc.language.isoEnglishen_US
dc.publisherTaylor & Francisen_US
dc.relation.isversionofhttp://dx.doi.org/10.1080/07408170490500654en_US
dc.source.titleIIE Transactionsen_US
dc.subjectApproximation theoryen_US
dc.subjectComputer simulationen_US
dc.subjectConstraint theoryen_US
dc.subjectEvolutionary algorithmsen_US
dc.subjectGradient methodsen_US
dc.subjectLarge scale systemsen_US
dc.subjectMathematical modelsen_US
dc.subjectOptimizationen_US
dc.subjectObjective functionsen_US
dc.subjectParameter spacesen_US
dc.subjectSimulation optimizationen_US
dc.subjectStochastic approximationen_US
dc.subjectOperations researchen_US
dc.titleSimulation optimization: a comprehensive review on theory and applicationsen_US
dc.typeArticleen_US

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