Stochastic Simulation Optimization : an optimal computing budget allocation /

Chen, Chun-hung.

Stochastic Simulation Optimization : an optimal computing budget allocation / Chun-Hung Chen, Loo Hay Lee. - Singapore ; Hackensack, NJ : World Scientific Publishing, 2011. - xviii, 227 p. : ill. ; 23 cm. - System engineering and operations research ; v. 1 . - System engineering and operations research ; v. 1. .

Includes bibliographical references (p. 219-224) and index.

9789814282642 (hardcover)

2010537570


Systems engineering--Simulation methods.
Stochastic processes.
Mathematical optimization.

TA168 / .C518 2011


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