Simulation and Optimization Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23–25, 1990

This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op­ th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of...

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Bibliographic Details
Other Authors: Pflug, Georg (Editor), Dieter, Ulrich (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1992, 1992
Edition:1st ed. 1992
Series:Lecture Notes in Economics and Mathematical Systems
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • I: Optimization of Simulated Systems
  • Performance evaluation for the score function method in sensitivity analysis and stochastic optimization
  • Experimental results for gradient estimation and optimization of a markov chain in steady-staten
  • Optimization of stochastic discrete event dynamic systems
  • Sensitivity analysis of simulation experiments: Regression analysis and statistical design
  • II: Optimization and Stochastic Optimization
  • A stochastic optimization approach for training the parameters in neural networks
  • Integrated stochastic approximation program system
  • Lexicographic duality in linear optimization
  • Dual optimization of dynamic systems
  • Stochastic approximation via averaging: The Polyak’s approach revisited
  • III: Random Numbers
  • Nonuniform random numbers: A sensitivity analysis for transformation methods
  • Nonlinear methods for pseudorandom number and vector generation
  • Sampling from discrete and continuous distributions with c-rand