Lecture Notes in Economics and Mathematical Systems

Simulation and Optimization

Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23–25, 1990

Editors: Pflug, Georg, Dieter, Ulrich (Eds.)

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About this book

This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op­ th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de­ cisions when only incomplete information of t.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de­ mand can be described by a probability distribution, the problem is called a stochastic optimization problem.

Table of contents (12 chapters)

Table of contents (12 chapters)
  • Performance evaluation for the score function method in sensitivity analysis and stochastic optimization

    Pages 1-13

    Asmussen, Søren (et al.)

  • Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-State

    Pages 14-23

    L’Ecuyer, Pierre (et al.)

  • Optimization of Stochastic Discrete Event Dynamic Systems: A Survey of Some Recent Results

    Pages 24-44

    Gaivoronski, Alexei A.

  • Sensitivity Analysis of Simulation Experiments: Regression Analysis and Statistical Design

    Pages 45-54

    Kleijnen, Jack P. C.

  • A Stochastic Optimization Approach for Training the Parameters in Neural Networks

    Pages 55-79

    Baba, Norio

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-3-642-48914-3
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Simulation and Optimization
Book Subtitle
Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23–25, 1990
Editors
  • Georg Pflug
  • Ulrich Dieter
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
374
Copyright
1992
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-48914-3
DOI
10.1007/978-3-642-48914-3
Softcover ISBN
978-3-540-54980-2
Series ISSN
0075-8442
Edition Number
1
Number of Pages
X, 162
Number of Illustrations
8 b/w illustrations
Topics