Simulation based optimisation or simulation optimisation is an important field in stochastic optimisation. The present report introduces into that problem area. We distinguish between the non-recursive and recursive approaches of simulation optimisation. For the non-recursive approach we consider three methods, the retrospective, SPO-, and the RS-methods. With the help of a simple inventory problem we discuss the advantages and disadvantages of these methods. As a recursive method we consider in the second part of our report the coupling of simulation with Genetic Algorithms. As an application example we take a complex multi-location inventory model with lateral transshipments. From our experiences with such optimisation problems we finally formulate some principles, which may be relevant in simulation optimisation.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-200900682 |
| Date | 22 April 2009 |
| Creators | Köchel, Peter |
| Contributors | TU Chemnitz, Fakultät für Informatik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:workingPaper |
| Format | application/pdf, text/plain, application/zip |
| Rights | Dokument ist für Print on Demand freigegeben |
| Relation | dcterms:isPartOf:Chemnitzer Informatik-Berichte ; CSR-09-03 |
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