Stochastic Simulation and Optimization

随机模拟和优化

• 批准号: 1000221484-2010
• 负责人: LEcuyer, Pierre
• 金额: $ 10.93万
• 依托单位: Université de Montréal
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 财政年份: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=642715
• 关键词: Stochastic; Simulation; Optimization

This research concerns the mathematical modeling, simulation (by computer), and optimization of complex stochastic systems, which involve uncertainty. Stochastic modeling and simulation are primary tools in science, engineering, economics, management, and several other areas. Simulation is often the only practical tool to deal with realistic models of complex systems, which are typically dynamic, stochastic, and nonlinear. This Chair is concerned with the design and implementation of efficient and reliable simulation methods, and the use of simulation to optimize decision/operation strategies in complex systems. It push the boundaries of knowledge by developing and implementing new methods, by studying existing methods from both the theoretical and empirical viewpoints, and their practical use to solve real-life problems, for example in mathematical finance, risk analysis, reliability, and the management of service systems.

该研究涉及复杂随机系统的数学建模，仿真（计算机）和优化，其中涉及不确定性。随机建模和仿真是科学、工程、经济、管理和其他一些领域的主要工具。仿真通常是处理复杂系统的真实模型的唯一实用工具，这些复杂系统通常是动态的，随机的和非线性的。该主席关注高效可靠的仿真方法的设计和实施，以及使用仿真来优化复杂系统中的决策/操作策略。它通过开发和实施新方法，通过从理论和经验的角度研究现有方法，以及它们在解决现实问题中的实际应用，例如数学金融，风险分析，可靠性和服务系统管理，来推动知识的边界。