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Efficient Computing Budget Allocation for Simulation-based Optimization with Stochastic Simulation Time
[article]
2012
arXiv
pre-print
The dynamics of many systems nowadays follow not only physical laws but also man-made rules. These systems are known as discrete event dynamic systems and their performances can be accurately evaluated only through simulations. Existing studies on simulation-based optimization (SBO) usually assume deterministic simulation time for each replication. However, in many applications such as evacuation, smoke detection, and territory exploration, the simulation time is stochastic due to the
arXiv:1206.5865v1
fatcat:nkitpsgmprextkdhkzge22gp2y