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Simulation Optimisation: Approaches, Examples, and Experiences

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-200900682
Date22 April 2009
CreatorsKöchel, Peter
ContributorsTU Chemnitz, Fakultät für Informatik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:workingPaper
Formatapplication/pdf, text/plain, application/zip
RightsDokument ist für Print on Demand freigegeben
Relationdcterms:isPartOf:Chemnitzer Informatik-Berichte ; CSR-09-03

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