Simulation-Based Optimization

Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of simulation-based optimization.

The book's objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing the reader with the ability to model relevant real-life problems using these techniques. (2) It outlines the computational technology underlying these methods. Taken together these two aspects demonstrate that the mathematical and computational methods discussed in this book do work.
Broadly speaking, the book has two parts: (1) parametric (static) optimization and (2) control (dynamic) optimization. Some of the book's special features are:
*An accessible introduction to reinforcement learning and parametric-optimization techniques.
*A step-by-step description of several algorithms of simulation-based optimization.
*A clear and simple introduction tothe methodology of neural networks.
*A gentle introduction to convergence analysis of some of the methods enumerated above.
*Computer programs for many algorithms of simulation-based optimization.

• Response surface methodology
• Simulation
• Stochastic Processes
• algorithms
• game theory
• linear optimization
• model
• modeling
• operations research
• optimization
• sets

• Department of Industrial Engineering, The State University of New York, Buffalo, USA

  Abhijit Gosavi

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