Stochastic simulation optimization : an optimal computing budget allocation /

Chen, Chun-hung

Stochastic simulation optimization : an optimal computing budget allocation / Chun-Hung Chen, Loo Hay Lee - Singapore ; Hackensack, NJ : World Scientific ; c2011 - xviii, 227 p. : ill. ; 24 cm. - System engineering and operations research ; v. 1 . - System engineering and operations research ; v. 1. .

Includes bibliographical references (p. 219-224) and index

9789814282642 9814282642


Systems engineering--Simulation methods
Stochastic processes
Mathematical optimization

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