IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v21y1975i5p516-530.html
   My bibliography  Save this article

An Optimization Algorithm for a Linear Model of a Simulation System

Author

Listed:
  • Basil A. Kalymon

    (University of Toronto)

Abstract

This paper explores the normative theory of simulation within the context of an optimization algorithm for a linear programming model of the experimental setting. The simulation is viewed as a random generalized mathematical function which provides an uncertain evaluation of any policy within a specified constraint set. A sequential experimental design aimed at identifying the feasible levels of the policy variables which provide the optimal level of expected response is presented and analyzed. The results of numerical tests of the proposed procedure are discussed.

Suggested Citation

  • Basil A. Kalymon, 1975. "An Optimization Algorithm for a Linear Model of a Simulation System," Management Science, INFORMS, vol. 21(5), pages 516-530, January.
    • Handle: RePEc:inm:ormnsc:v:21:y:1975:i:5:p:516-530
    DOI: 10.1287/mnsc.21.5.516
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.21.5.516
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.21.5.516?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Azadivar, Farhad & Lee, Young-Hae, 1988. "Optimization of discrete variable stochastic systems by computer simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 30(4), pages 331-345.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:21:y:1975:i:5:p:516-530. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.