- Volume 5 Issue 2
Simulation is commonly used to find the best values of decision variables for problems which defy analytical solutions. This objective is similar to that of optimization problems and thus, mathematical programming techniques may be applied to simulation. However, the application of mathematical programming techniques, e.g., the gradient methods, to simulation is compounded by the random nature of simulation responses and by the complexity of the statistical issues involved. In this paper, therefore, we explain the Reverse-Simulation method to optimize a simulation model in a single simulation run. First, we point the problem of the previous Reverse-Simulation method. Secondly, we propose the new algorithm to solve the previous method and show the efficiency of the proposed algorithm.
- 한양대학교 박사학위논문, 한양대학교 카오스 이론을 응용한 안정상태 시뮬레이션의 출력분석 오형술
- Proceedings of 1986 W. S. C. Optimization of Stochastic Systems Glynn. P. W.
- Introduction to Operations Research, 5th ed. Hillier, F. S.;Lieberman, G. J.
- Perturbation Analysis of Discrete Event Dynamic Systems Ho, Y. C.;X. R. Cao
- Operations Research Letters v.8 Techniques for Simulation Response Optimization Jacobson, S. H.;L. W. Schruben
- Proceedings of the Winter Simulation Conference Knowledge-Based Simulation to Assest in System Design Identification Kwanjai, N. N.;Wild, R. H.
- Master Dissertation, Master of Science, Dept. of I. E.,Hanyang Univ. On-Line Determination of Steady State in Simulation Output Kyoung, K. H.
- Naval Research Logistics v.37 Pptimization in Simulation:Current Issues and the Future Outlook M. Hossein Safizadeh
- Proceedings of 1987 W. S. C. Optimization in Simulation: A Survey of Recent Results Meketon, M. S.
- Simulation v.46 Simulation and Expert Systems- A Taxonomy and Examples O'Keefe, R.
- Introduction to Simulation and SLAMⅡ Pritsker, A. A. B.
- A Discrete Event Systems Rubinstein, R. Y.;Shapiro
- Proceedings of the 1994 S. C. S. C. An Architecture to Support Reberse Simulation Wild, Rosemary H.;He, Jackson
- Proceedings of the 1991 S. C. S. C. An Expert System Based Reverse Simulation Techinque Wild, Rosemary H.;Pignatiello, Joseph J. Jr.
- Communications of the ACM. v.35 no.10 Finding Stable System Designs: A Reverse Simulation Technique Wild, Rosemary H.;Pignatiello, Joseph J. Jr.