Abstract
This paper advocates some mind-set changes concerning the problem of optimization of the performance of general discrete event dynamic systems under uncertainty via simulation. We present arguments and evidence that orders of magnitude improvement in computational efficiency are possible and summarize a set of works by the Harvard DEDS group in this area over the past decade.
Presented at the Institute for Mathematics and its Applications, University of Minnesota in May 1993 and the ORS A/TIMS/INRIA Applied Probability Conference, Paris in June 1993.
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© 1995 Springer-Verlag New York, Inc.
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Ho, Y.C. (1995). A New Paradigm for Stochastic Optimization and Parallel Simulation. In: Kumar, P.R., Varaiya, P.P. (eds) Discrete Event Systems, Manufacturing Systems, and Communication Networks. The IMA Volumes in Mathematics and its Applications, vol 73. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9347-4_3
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DOI: https://doi.org/10.1007/978-1-4613-9347-4_3
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