Azadivar, F.; Talavage, J. - In: Mathematics and Computers in Simulation (MATCOM) 22 (1980) 3, pp. 231-241
An algorithm called SAMOPT is developed for optimizing the response function of simulation models that describe systems exhibiting stochastic behavior. Because of the stochastic nature of these simulated systems, the result of each evaluation of response by simulation is only a noisy (i.e.,...