Simulation Optimization： A Review on Theory and Applications

模拟优化是在复杂真实系统的分析和优化的一个很强大的工具。在这份报纸，模拟优化的教程介绍和评论被给。模拟优化问题根据决定变量的内在的结构被分类(分离或连续) 。并且为模拟优化的一些重要技术详细被讨论包括他们的原则，实现过程，优点和劣势，并且应用。未来研究方向也在这篇论文被提供。

Simulation optimization is a very powerful tool in analysis and optimization of complex real systems. In this paper, a tutorial introduction and review of simulation optimization are given. The simulation optimization problems are classified according to the underlying structure of decision variables （discrete or continuous）. And some important techniques for simulation optimization are discussed in detail, including their principles, implementation procedures, advantages and disadvantages, and applications. The future research directions are also provided in this paper.