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An On-line Simulation Approach to Search Efficient Values of Decision Variables in Stochastic Systems

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Abstract

This paper deals with a discrete simulation optimization method for designing a complex probabilistic discrete event system. The proposed algorithm in this paper searches the effective and reliable alternatives satisfying the target values of the system to be designed through a single run in a relatively short time period. It tries to estimate an auto-regressive model, and construct mean and confidence interval for evaluating correctly the objective function obtained by a small amount of output data. The experimental results using the proposed method are also shown.

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Authors and Affiliations

  1. Division of Digital Business Administration, Gwangju University, Jinwol-Dong, Gwangju-City, Korea

    K.-J. Park

  2. Dept. of Industrial Engineering, Hanyang University, Ansan-City, Kyunggi-Do, Korea

    Y.-H. Lee

Authors
  1. K.-J. Park
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  2. Y.-H. Lee
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Correspondence to K.-J. Park.

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Park, KJ., Lee, YH. An On-line Simulation Approach to Search Efficient Values of Decision Variables in Stochastic Systems. Int J Adv Manuf Technol 25, 1232–1240 (2005). https://doi.org/10.1007/s00170-003-1951-0

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  • DOI: https://doi.org/10.1007/s00170-003-1951-0

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