Simulation and Optimization

Proceedings of the International Workshop on Computationally Intensive Methods in Simulation and Optimization held at the International Institute for Applied Systems Analysis (IIASA), Laxenburg, Austria, August 23–25, 1990

  • Georg Pflug
  • Ulrich Dieter
Conference proceedings

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 374)

Table of contents

  1. Front Matter
    Pages I-X
  2. Optimization of Simulated Systems

  3. Optimization and Stochastic Optimization

  4. Random Numbers

  5. Back Matter
    Pages 163-166

About these proceedings

Introduction

This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op­ th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de­ cisions when only incomplete information of t.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de­ mand can be described by a probability distribution, the problem is called a stochastic optimization problem.

Keywords

Discrete Event Systems Random Numbers Stochastic Optimization Stochastische Optimierung Zufallszahlen communication optimization simulation system

Editors and affiliations

  • Georg Pflug
    • 1
  • Ulrich Dieter
    • 2
  1. 1.Institut für Statistik und InformatikUniversität WienWienAustria
  2. 2.Institut für StatistikTechnische Universität GrazGrazAustria

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-48914-3
  • Copyright Information Springer-Verlag Berlin Heidelberg 1992
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-54980-2
  • Online ISBN 978-3-642-48914-3
  • Series Print ISSN 0075-8442
  • About this book