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- Title
An On-line Simulation Approach to Search Efficient Values of Decision Variables in Stochastic Systems.
- Authors
Park, K.-J.; Lee, Y.-H.
- Abstract
This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an auto-regressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by a small amount of output data. The experimental results using the proposed method are also shown.
- Subjects
STOCHASTIC systems; STOCHASTIC processes; COMPUTER simulation; MATHEMATICAL optimization; PROBABILITY theory; MATHEMATICAL models
- Publication
International Journal of Advanced Manufacturing Technology, 2005, Vol 25, Issue 11/12, p1232
- ISSN
0268-3768
- Publication type
Article
- DOI
10.1007/s00170-003-1951-0