A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). The survey focuses specifically on the SO problem that involves single per-formance measureSimulation Optimization, classification methods, literature survey

Ranking and Selection under Input Uncertainty: Fixed Confidence and Fixed Budget

In stochastic simulation, input uncertainty (IU) is caused by the error in estimating the input distributions using finite real-world data. When it comes to simulation-based Ranking and Selection (R&S), ignoring IU could lead to the failure of many existing selection procedures. In this paper, we study R&S under IU by allowing the possibility of acquiring additional data. Two classical R&S formulations are extended to account for IU: (i) for fixed confidence, we consider when data arrive sequentially so that IU can be reduced over time; (ii) for fixed budget, a joint budget is assumed to be available for both collecting input data and running simulations. New procedures are proposed for each formulation using the frameworks of Sequential Elimination and Optimal Computing Budget Allocation, with theoretical guarantees provided accordingly (e.g., upper bound on the expected running time and finite-sample bound on the probability of false selection). Numerical results demonstrate the effectiveness of our procedures through a multi-stage production-inventory problem

Systematic methods for knowledge acquisition and expert system development

Nine cooperating rule-based systems, collectively called AUTOCREW, were designed to automate functions and decisions associated with a combat aircraft's subsystem. The organization of tasks within each system is described; performance metrics were developed to evaluate the workload of each rule base, and to assess the cooperation between the rule-bases. Each AUTOCREW subsystem is composed of several expert systems that perform specific tasks. AUTOCREW's NAVIGATOR was analyzed in detail to understand the difficulties involved in designing the system and to identify tools and methodologies that ease development. The NAVIGATOR determines optimal navigation strategies from a set of available sensors. A Navigation Sensor Management (NSM) expert system was systematically designed from Kalman filter covariance data; four ground-based, a satellite-based, and two on-board INS-aiding sensors were modeled and simulated to aid an INS. The NSM Expert was developed using the Analysis of Variance (ANOVA) and the ID3 algorithm. Navigation strategy selection is based on an RSS position error decision metric, which is computed from the covariance data. Results show that the NSM Expert predicts position error correctly between 45 and 100 percent of the time for a specified navaid configuration and aircraft trajectory. The NSM Expert adapts to new situations, and provides reasonable estimates of hybrid performance. The systematic nature of the ANOVA/ID3 method makes it broadly applicable to expert system design when experimental or simulation data is available

Decision support model for the selection of asphalt wearing courses in highly trafficked roads

The suitable choice of the materials forming the wearing course of highly trafficked roads is a delicate task because of their direct interaction with vehicles. Furthermore, modern roads must be planned according to sustainable development goals, which is complex because some of these might be in conflict. Under this premise, this paper develops a multi-criteria decision support model based on the analytic hierarchy process and the technique for order of preference by similarity to ideal solution to facilitate the selection of wearing courses in European countries. Variables were modelled using either fuzzy logic or Monte Carlo methods, depending on their nature. The views of a panel of experts on the problem were collected and processed using the generalized reduced gradient algorithm and a distance-based aggregation approach. The results showed a clear preponderance by stone mastic asphalt over the remaining alternatives in different scenarios evaluated through sensitivity analysis. The research leading to these results was framed in the European FP7 Project DURABROADS (No. 605404).The research leading to these results has received funding from the European Union Seventh Framework Programme (FP7/2007–2013) under Grant Agreement No. 605404