Nanjing Jian

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The Citi Bike system in New York City has approximately 466 stations, 6074 bikes, and 15777 docks. We wish to optimize both bike and dock allocations for each station at the beginning of the day, so that the expected number of customers who cannot find a bike, or cannot find a dock to return a bike, is minimized. With a system of this scale, traditional(More)
In this tutorial we give an introduction to simulation optimization, covering its general form, central issues and common problems, basic methods, and a case study. Our target audience is users with experience in using simulation, but not necessarily experience with optimization. We offer guiding principles, and point to surveys and other tutorials that(More)
Consider a real-valued function that can only be evaluated with error. Given estimates of the function values from simulation on a finite set of points, we seek a procedure to detect convexity or non-convexity of the true function restricted to those points. We review an existing frequentist hypothesis test, and introduce a sequential Bayesian procedure.(More)
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