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Handbook of Simulation Optimization

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Cover of 'Handbook of Simulation Optimization'

Table of Contents

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    Book Overview
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    Chapter 1 Overview of the Handbook
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    Chapter 2 Discrete Optimization via Simulation
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    Chapter 3 Ranking and Selection: Efficient Simulation Budget Allocation
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    Chapter 4 Response Surface Methodology
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    Chapter 5 Stochastic Gradient Estimation
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    Chapter 6 An Overview of Stochastic Approximation
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    Chapter 7 Stochastic Approximation Methods and Their Finite-Time Convergence Properties
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    Chapter 8 A Guide to Sample Average Approximation
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    Chapter 9 Stochastic Constraints and Variance Reduction Techniques
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    Chapter 10 A Review of Random Search Methods
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    Chapter 11 Stochastic Adaptive Search Methods: Theory and Implementation
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    Chapter 12 Model-Based Stochastic Search Methods
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    Chapter 13 Solving Markov Decision Processes via Simulation
Attention for Chapter 8: A Guide to Sample Average Approximation
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