A comprehensive literature classification of simulation optimisation methods
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References listed on IDEAS
- Kleijnen, Jack P. C., 2005.
"An overview of the design and analysis of simulation experiments for sensitivity analysis,"
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- Kleijnen, J.P.C., 2004. "An Overview of the Design and Analysis of Simulation Experiments for Sensitivity Analysis," Discussion Paper 2004-16, Tilburg University, Center for Economic Research.
- 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.
- Marvin K. Nakayama & Perwez Shahabuddin, 1998. "Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes," Management Science, INFORMS, vol. 44(10), pages 1426-1441, October.
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More about this item
KeywordsSimulation Optimization; classification methods; literature survey;
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- Z11 - Other Special Topics - - Cultural Economics - - - Economics of the Arts and Literature
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-CMP-2011-01-03 (Computational Economics)
- NEP-ECM-2011-01-03 (Econometrics)
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