Seminar 16th July 2010 1:45 a.m. University of Southampton Building 3041 Room 3041
CORMSIS Seminar: Some Topics in Simulation Optimization
Professor Michael Fu
University of Maryland
- Web page
- http://www.cormsis.soton.ac.uk/seminars/default.php
- Categories
- Optimisation
- Submitter
- Petrina Butler
Professor Michael Fu, University of Maryland
CORMSIS: Centre for Operational Research, Management Science and Information Systems
Abstract
We consider the problem of optimizing a performance measure estimated using a stochastic simulation model. We begin with some illustrative examples, classifying different types of problems, and discussing technical challenges. We then provide an overview of the major approaches, followed by a more in-depth presentation of two specific areas: efficient computing budget allocation and stochastic gradient estimation.
Professor Michael Fu (a guest of Professor Christ Potts)
http://www.rhsmith.umd.edu/faculty/mfu/fu.htm
Please note the change of day and time to our normal slot!
Katarzyna (Kasia) Bijak
CORMSIS Facilitator
School of Management/School of Mathematics
University of Southampton
Highfield Campus, Southampton
Tel: +44 (0)23 8059 8964