Finding the best in the presence of a stochastic constraint

Our problem is that of finding the best system - i.e., the system with the largest or smallest primary performance measure - among a finite number of simulated systems in the presence of a stochastic constraint on a secondary performance measure. In order to solve this problem, we first find a set t...

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Bibliographische Detailangaben

Hauptverfasser:	Andradottir, S., Goldsman, D., Seong-Hee Kim
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Constraint optimization Environmental economics Modeling Random variables Sampling methods Stochastic processes Stochastic systems Systems engineering and theory Utility theory
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