✦ LIBER ✦

Optimization of stochastic simulation models

✍ Scribed by F. Azadivar; J. Talavage

Publisher: Elsevier Science
Year: 1980
Tongue: English
Weight: 869 KB
Volume: 22
Category: Article
ISSN: 0378-4754
DOI: 10.1016/0378-4754(80)90050-6

No coin nor oath required. For personal study only.

✦ Synopsis

Ilarhcmatics and Computers in Simulation XXI1 (1980) 231 241 North-Hc)lland Publishing C'ompany PrincipZes OS the Stochastic A&!zoximation Method haus been used in developing this algorithm. The SAMOPT algorithm aZso aLLows ,por the case where the decision variables are subject to a set 01~ Zinear constraints. Comparison of resuZts between applications 02f SAMCPY and another well-kno;ln method are given ,for probZems and a simuZation model.

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