A tutorial on simulation optimization

This tutorial discusses the issues and procedures for using simulation as a tool for optimization of stochastic complex systems that are modeled by computer simulation. It is intended to be a tutorial rather than an exhaustive literature search. Its emphasis is mostly on issues that are specific to simulation optimization instead of concentrating on the general optimization and mathematical programming techniques, Even though a lot of effort has been spent to provide a comprehensive overview of the field, still there are methods and techniques that have not been covered and valuable works that may not have been mentioned.

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