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A brief review on simulation optimization algorithms
Posted by£º¡¾Department of Industrial Engineering and Logistics Management¡¿     On£º¡¾2016-5-31¡¿
Time£º14:00 to 15:00 , Thursday£¬June 2nd
Place£ºF307, School of Mechanical Engineering
Speaker£ºJun Luo, Assistant Professor
Host£ºNa Gen (Department of Industrial Engineering and Logistics Management)

Using simulation experiment to find the optimal solution from a (finite) set of solutions is known as optimization via simulation in the simulation literature.  In this talk, we will briefly review various algorithms developed in the past half century. We start from the case when the number of solutions is finite, which is known as ranking-and-selection problems. When the number of solutions is infinite, we will basically introduce the sample average approximation under the random search framework. 

JUN LUO is an assistant professor of Antai College of Economics and Management at Shanghai Jiao Tong University. He obtained his PhD degree in Industrial Engineering and Logistics Management at Hong Kong University of Hong Kong in 2013 and a B.S. degree in Statistics at Nanjing University. His current research interests include stochastic modeling and simulation, data analytics, with their applications in service operations management and healthcare systems.
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