Workshop on Simulation Optimization

Co-organizers Michael C. Fu and Barry L. Nelson

Keynote Addresses

• Zelda Zabinsky, Some Theory Behind Algorithms for Stochastic Optimization
• Russell Barton, Metamodel-Based Optimization Also list of references.
• L. Jeff Hong, The Exploitation-Exploration Tradeoff in Discrete Optimization via Simulation
• Shane Henderson and Raghu Pasupathy, A Tale of Two Topics: A Review of Sample-Average Approximation and an Update on a Testbed of Simulation-Optimization Problems

Working Group Reports

• Search and evaluation; exploiting special properties; high-dimensional problems
• Multi-objective problems and stochastic constraints
• Dynamic systems; online problems; relationship between stochastic programming, ADP and simulation optimization
• Multiple models
• Metamodeling what?

Participants and Research Interests

• Esra Aleisa, Kuwait University
• Russell Barton, Penn State
• John Birge, Chicago
• Mark Broadie, Columbia
• Victor Chan, RPI
• Chun-Hung Chen, George Mason
• Wei Chen, Northwestern
• Michael Fu, Maryland
• Abhijit Gosavi, Missouri University of Science and Technology
• Shane Henderson, Cornell
• Jeffrey Herrmann, Maryland
• Tito Homem-de-Mello, Illinois-Chicago
• L. Jeff Hong, HKUST
• Jian-Qiang Hu, Fudan
• Jiaqiao Hu, Stony Brook
• Sheldon Jacobson, Illinois
• Seong-hee Kim, Georgia Tech
• Jack Kleijnen, Tilburg
• Averill Law, Averill M. Law & Associates
• Loo-Hay Lee, National University of Singapore
• Doug Morrice, Texas
• Barry L. Nelson, Northwestern
• Raghu Pasupathy, Virginia Tech
• Warren Powell, Princeton
• Bruce W Schmeiser, Purdue
• Lee Schruben, UC Berkeley
• Suvrajeet Sen, Ohio State
• Paul Werbos, NSF
• Zelda Zabinsky, Washington
• Enlu Zhou, Illinois

Follow-up Workshop on Simulation Optimization

Organizer Barry L. Nelson

Seed Presentations

• Bruce Schmeiser, What do we mean by good algorithm performance?
• Shane Henderson, A Testbed Definition of a Simulation Optimization Problem
• Warren Powell, Simulation-optimization, stochastic search and dynamic programming: Is it all the same?
• Seong-hee Kim, Stochastically Constrained Optimization via Simulation
• Barry L. Nelson Simulation optimization = death of the single long run experiment

Participants

• Abhijit Gosavi, Missouri University of Science and Technology
• Raghu Pasupathy, Virginia Tech
• Bruce Schmeiser, Purdue University
• Michael Fu, National Science Foundation
• Shane Henderson, Cornell University
• J. Q Hu, Fudan University
• Chun-Hung Chen, George Mason University
• Ilya Ryzhov, Princeton University
• Suvrajeet Sen, The Ohio State University
• Dave Goldsman, Georgia Tech
• Seong-hee Kim, Georgia Tech
• Doug Morrice, University of Texas-Austin
• Esra Aleisa, Kuwait University
• Barry L. Nelson (organizer), Northwestern University
• Warren Powell, Princeton University
• Jeffrey Herrmann, University of Maryland
• Sigrun Andradottir, Georgia Tech
• Huashuai Qu, University of Maryland
• Yongqiang Wang, University of Maryland