History of seeking better solutions, AKA simulation optimization. Fu, M. C. & Henderson, S. G. In Chan, W. K. V., D'Ambrogio, A., Zacharewicz, G., Mustafee, N., Wainer, G., & Page, E., editors, Proceedings of the 2017 Winter Simulation Conference, pages 131–157, Piscataway NJ, 2017. IEEE. abstract bibtex Simulation optimization - arguably the ultimate aim of most simulation users - has had a long and illustrious history closely tied with the 50 years of the Winter Simulation Conference (WSC). We touch upon the historical developments of the field, highlighting research progress and their interactions with WSC. Specific areas covered include ranking & selection methods, stochastic approximation and gradient estimation, response surface methodology, and sample average approximation. We discuss the interplay between research and practice, including software developments. We conclude with some reflections on the state of the field.
@inproceedings{fuhen17,
abstract = {Simulation optimization - arguably the ultimate aim of most simulation users - has had a long and illustrious history closely tied with the 50 years of the Winter Simulation Conference (WSC). We touch upon the historical developments of the field, highlighting research progress and their interactions with WSC. Specific areas covered include ranking \& selection methods, stochastic approximation and gradient estimation, response surface methodology, and sample average approximation. We discuss the interplay between research and practice, including software developments. We conclude with some reflections on the state of the field.},
address = {Piscataway {NJ}},
author = {Michael C. Fu and Shane G. Henderson},
booktitle = {Proceedings of the 2017 Winter Simulation Conference},
date-added = {2017-05-23 12:00:45 +0000},
date-modified = {2018-05-04 15:31:11 +0000},
editor = {W. K. V. Chan and A. D'Ambrogio and G. Zacharewicz and N. Mustafee and G. Wainer and E. Page},
organization = {IEEE},
pages = {131--157},
title = {History of seeking better solutions, AKA simulation optimization},
year = {2017}}
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