Stochastic resource allocation using a predictor-based heuristic for optimization via simulation |
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Affiliation: | 1. Department of Information Systems, Statistics, and Management Science, The University of Alabama, Tuscaloosa, AL 35487, United States;2. Naval Surface Warfare Center, Panama City Division, Panama City, FL 32407, United States;3. Department of Operational Sciences, Air Force Institute of Technology, Wright-Patterson AFB, OH 45433, United States;1. Manchester Business School, The University of Manchester, Manchester M15 6PB, UK;2. Key Laboratory of Process Optimization and Intelligent Decision-making, Ministry of Education, Hefei 230009, Anhui, PR China |
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Abstract: | Some combinatorial stochastic resource allocation problems lack algebraically defined objective functions and hence require optimization via simulation as a mechanism for obtaining good solutions. For this class of problems, we propose a new predictor-based heuristic that uses a distance criterion to perform the solution search. To demonstrate our solution approach, we apply this heuristic to the problem of selecting the proper design configuration of an unmanned aerial system (UAS) fleet so as to maximize mission effectiveness. We compare our approach to black box optimization via simulation approaches (two tabu search-based procedures and a greedy heuristic) and glean both methodological and practical insights. |
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Keywords: | Optimization via simulation Heuristics Military applications Resource allocation |
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