Simulation optimization: a review of algorithms and applications - Amaran, Satyajith; Sahinidis, Nikolaos V.; Sharda, Bikram; Bury, Scott J. (4OR, 2014)
Keywords: Algebra; Algorithms; Business and Management; Industrial and Production Engineering; Invited Survey; Mathematical functions; Mathematical programming; Operations research; Operations Research/Decision Theory; Optimization; R&D; Random variables; Research & development; Simulation; Software; 90-02 Operations research, mathematical programming: Research exposition (monographs, survey articles); 90C56 Derivative-free methods and methods using generalized derivatives; Simulation optimization; Optimization via simulation; Derivative-free optimization; 65-02 Numerical analysis: Research exposition (monographs, survey articles)