event

Random Search Methods for Simulation Optimization

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ISyE Stochastics Seminar with Dr. Sigrun Andradottir
Tuesday, November 13 @ 11am
ISyE Groseclose, Rm# 303

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TITLE: Random Search Methods for Simulation Optimization

ABSTRACT: We will discuss the use of random search methods for optimizing complex systems via simulation. We will consider both discrete and continuous parameter problems. Our focus will be on averaging methods for discrete
simulation optimization and on resampling methods for continuous simulation optimization. We will present asymptotic convergence results and also numerical results.

Joint work with Andrei A. Prudius

Status

  • Workflow Status:Published
  • Created By:Ruth Gregory
  • Created:10/12/2009
  • Modified By:Fletcher Moore
  • Modified:10/07/2016