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Simulation models can be used as the objective function and/or constraint functions in optimizing stochastic complex systems. This tutorial is not meant to be an exhaustive literature search on simulation optimization techniques. It does not concentrate on explaining well-known general optimization and mathematical programming techniques either. Its emphasis is mostly on issues that are specific to simulation optimization. Even though a lot of effort has been spent to provide a reasonable overview of the field, still there are methods and techniques that have not been covered and valuable works that may not have been mentioned.
Farhad Azadivar (Fri,) studied this question.
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