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A simulation optimization method that considers uncertainty and multiple performance measures

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  • Rosen, Scott L.
  • Harmonosky, Catherine M.
  • Traband, Mark T.

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  • Rosen, Scott L. & Harmonosky, Catherine M. & Traband, Mark T., 2007. "A simulation optimization method that considers uncertainty and multiple performance measures," European Journal of Operational Research, Elsevier, vol. 181(1), pages 315-330, August.
    • Handle: RePEc:eee:ejores:v:181:y:2007:i:1:p:315-330
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    1. Teleb, Radi & Azadivar, Farhad, 1994. "A methodology for solvng multi-objective simulation-optimization problems," European Journal of Operational Research, Elsevier, vol. 72(1), pages 135-145, January.
    2. G. Guerkan & A.Y. Oezge & S.M. Robinson, 1994. "Sample-Path Optimization in Simulation," Working Papers wp94070, International Institute for Applied Systems Analysis.
    3. Sigrún Andradóttir, 1995. "A Method for Discrete Stochastic Optimization," Management Science, INFORMS, vol. 41(12), pages 1946-1961, December.
    4. Mahmoud H. Alrefaei & Sigrún Andradóttir, 1999. "A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization," Management Science, INFORMS, vol. 45(5), pages 748-764, May.
    5. John Butler & Douglas J. Morrice & Peter W. Mullarkey, 2001. "A Multiple Attribute Utility Theory Approach to Ranking and Selection," Management Science, INFORMS, vol. 47(6), pages 800-816, June.
    6. James S. Dyer & Rakesh K. Sarin, 1979. "Measurable Multiattribute Value Functions," Operations Research, INFORMS, vol. 27(4), pages 810-822, August.
    7. A. M. Geoffrion & J. S. Dyer & A. Feinberg, 1972. "An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department," Management Science, INFORMS, vol. 19(4-Part-1), pages 357-368, December.
    8. Stephen M. Robinson, 1996. "Analysis of Sample-Path Optimization," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 513-528, August.
    9. Keeney,Ralph L. & Raiffa,Howard, 1993. "Decisions with Multiple Objectives," Cambridge Books, Cambridge University Press, number 9780521438834.
    10. Russell R. Barton & John S. Ivey, Jr., 1996. "Nelder-Mead Simplex Modifications for Simulation Optimization," Management Science, INFORMS, vol. 42(7), pages 954-973, July.
    11. Alkhamis, Talal M. & Ahmed, Mohamed A. & Tuan, Vu Kim, 1999. "Simulated annealing for discrete optimization with estimation," European Journal of Operational Research, Elsevier, vol. 116(3), pages 530-544, August.
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    1. M Laguna & J Molina & F Pérez & R Caballero & A G Hernández-Díaz, 2010. "The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 53-67, January.

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