摘要
计算机仿真是研究离散事件系统的一类重要方法。在仿真环境下对离散事件系统的参数进行优化是设计高性能系统的必要保证。本文给出了随机型优化问题的分类，并综述了离散参数和连续参数随机型优化问题中典型的求解算法。最后，提出了仿真优化领域中值得研究的问题。
Simulation is a powerful approach for analysis of discrete event systems (DES). Simulation optimization for parameters of DES is neccessity for design of system with high quality. This paper gives a simple classification of stochastic optimization problems, and then summarizes important algorithms for stochastic optimization in discrete and continuous parameters. Finally, some open problems in simulation optimization are pointed out.
出处
《计算机仿真》
CSCD
1997年第2期3-9,共7页
Computer Simulation
关键词
离散事件系统
优化
算法
计算机仿真
Discrete event systems(DES) Simulation Optimization Ranking and selecion Multiple comparison Response surface methodology(RSM) Stochastic approximation(SA)
