Handbook of Simulation Optimization
暫譯: 模擬優化手冊

Fu, Michael C.

Handbook of Simulation Optimization

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商品描述

The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation, ranking and selection, efficient simulation budget allocation, random search methods, response surface methodology, stochastic gradient estimation, stochastic approximation, sample average approximation, stochastic constraints, variance reduction techniques, model-based stochastic search methods and Markov decision processes.

This single volume should serve as a reference for those already in the field and as a means for those new to the field for understanding and applying the main approaches. The intended audience includes researchers, practitioners and graduate students in the business/engineering fields of operations research, management science, operations management and stochastic control, as well as in economics/finance and computer science.

商品描述(中文翻譯)

《模擬優化手冊》提供了模擬優化的最新技術概述，調查了優化隨機模擬模型的最成熟方法，並採樣了近期在理論和方法論方面的研究進展。領先的貢獻者涵蓋了如通過模擬進行的離散優化、排名與選擇、高效的模擬預算分配、隨機搜尋方法、響應面方法、隨機梯度估計、隨機近似、樣本平均近似、隨機約束、方差減少技術、基於模型的隨機搜尋方法以及馬可夫決策過程等主題。

這本單卷本應作為已在該領域的參考資料，並作為新進入該領域的人理解和應用主要方法的手段。目標讀者包括運籌學、管理科學、運營管理和隨機控制等商業/工程領域的研究人員、實務工作者和研究生，以及經濟學/金融學和計算機科學的相關人士。

作者簡介

Dr. Michael C. Fu received his Ph.D. in applied mathematics from Harvard University and master's and bachelor's degrees in EECS and mathematics from MIT. Since 1989, he has been at the University of Maryland in the Robert H. Smith School of Business, where he is currently Ralph J. Tyser Professor of Management Science, with a joint appointment in the Institute for Systems Research (ISR) and an affiliate appointment in the Electrical and Computer Engineering Department, A. James Clark School of Engineering. At the University of Maryland, he was named a Distinguished Scholar-Teacher and received the ISR's Outstanding Systems Engineering Faculty Award and the Business School's Allen J. Krowe Award for Teaching Excellence. He served as the Stochastic Models and Simulation Department Editor of Management Science from 2006-2008, as Simulation Area Editor of Operations Research from 2000-2005 and on the Editorial Boards of the INFORMS Journal on Computing, Mathematics of Operations Research, Production and Operations Management and IIE Transactions. He served as Program Chair of the 2011 Winter Simulation Conference and as Operations Research Program Director at the National Science Foundation from 2010-2012. His co-authored book, Conditional Monte Carlo: Gradient Estimation and Optimization Applications received the INFORMS College on Simulation Outstanding Publication Award. He also co-authored the research monograph Simulation-based Algorithms for Markov Decision Processes and co-edited the books Perspectives in Operations Research, Advances in Mathematical Finance and the 3rd edition of the Encyclopedia of Operations Research and Management Science. He is a Fellow of IEEE and the Institute of Operations Research and the Management Sciences (INFORMS).

作者簡介(中文翻譯)

麥可·C·傅博士（Dr. Michael C. Fu）於哈佛大學獲得應用數學博士學位，並在麻省理工學院獲得電機與計算機科學（EECS）及數學的碩士和學士學位。自1989年以來，他一直在馬里蘭大學的羅伯特·H·史密斯商學院任教，目前擔任拉爾夫·J·泰瑟管理科學教授，並在系統研究所（ISR）擔任聯合任職，還在A. James Clark工程學院的電機與計算機工程系擔任附屬職位。在馬里蘭大學，他被評選為傑出學者教師，並獲得ISR的傑出系統工程教師獎和商學院的艾倫·J·克羅威教學卓越獎。他曾於2006年至2008年擔任《管理科學》（Management Science）隨機模型與模擬部門編輯，2000年至2005年擔任《運籌學》（Operations Research）模擬區域編輯，並在《INFORMS計算期刊》（INFORMS Journal on Computing）、《運籌學數學》（Mathematics of Operations Research）、《生產與運營管理》（Production and Operations Management）及《IIE交易》（IIE Transactions）的編輯委員會任職。他於2011年冬季模擬會議擔任程序主席，並於2010年至2012年擔任國家科學基金會的運籌學程序主任。他共同撰寫的書籍《條件蒙地卡羅：梯度估計與優化應用》（Conditional Monte Carlo: Gradient Estimation and Optimization Applications）獲得INFORMS模擬學院的傑出出版獎。他還共同撰寫了研究專著《基於模擬的馬爾可夫決策過程演算法》（Simulation-based Algorithms for Markov Decision Processes），並共同編輯了《運籌學的視角》（Perspectives in Operations Research）、《數學金融的進展》（Advances in Mathematical Finance）以及《運籌學與管理科學百科全書》第三版（Encyclopedia of Operations Research and Management Science）。他是IEEE及運籌學與管理科學學會（INFORMS）的院士。

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