Optimization and SD
Posted: Fri Apr 03, 1998 4:10 am
In response to Arnhild Stovik:
Keloharju was the first to introduce optimisation in SD. Generally =
there are two ways of using optimisation in system dynamics:
-historical data fitting, and=20
-policy design( the Keloharju-Bradford school, using simulation by =
repeated optimisation instead of optimisation by repeated simulation.)
Arnhilds you may want to look at the following titles:
Ackoff, R.L. (1977) Optimization + objectivity =3D opt out, European =
Journaml of Operational Research 1: 1-7.=20
Coyle, R.G. (1985) The use of optimisation methods for policy design in =
a system=20
dynamics model, System Dynamics Review 1: 81-91.=20
=BE=BE=BE=BE=BE (1996) System Dynamics Modelling: A practical approach,=20
(London: Chapman and Hall).
Forrester, J.W. (1961) Industrial Dynamics, (Portland, Oregon: =
Productivity Press).
=BE=BE=BE=BE=BE (1975) Collected Papers of Jay W. Forrester, =
(Cambridge: Wright-Allen Press).
Keloharju, R. & Wolstenholme, E.F. (1988) The Basic Concepts of System =
Dynamics Optimization, Systems Practice 1 (1) : 65-86.=20
Keloharju, R. & Wolstenholme, E.F. (1989) A Case Study in System =
Dynamics Optimization, Journal of Operational Research 40(3) : 221-230.
Kleijnen, J.P.C. (1995) Sensitivity analysis and optimization of =
system dynamics models: regression analysis and statistical design of =
experiments, System dynamics Review 11(4): 275-288.=20
Lane, David C. (1994). Social Theory and System Dynamics Practice. In
1994 International System Dynamics Conference, System Dynamics:
Methodological and Technical Issues, Sterling, Scotland: System
Dynamics Society : 53.
Macedo. J. (1989) A Reference Approach for Policy Optimization in System =
Dynamics Models, System Dynamics Review 5(2):148-175.
Meadows, D.H (1991) The Global Citizen ( Island Press: Washington D.C. )
Wolstenholme, E. F. (1982). System Dynamics in Perspective, Journal of
the Operational Research Society, 33(6): 547-556.
E.F. Wolstenholme (1990), System Enquiry, (Chichester: Wiley).
Hope this is helpful,
Fareen Ali
Technology & Market Information Unit,
Sapura Holdings.=20
From: "Fareen S. Ali" <fareen@sapura.com.my>
Keloharju was the first to introduce optimisation in SD. Generally =
there are two ways of using optimisation in system dynamics:
-historical data fitting, and=20
-policy design( the Keloharju-Bradford school, using simulation by =
repeated optimisation instead of optimisation by repeated simulation.)
Arnhilds you may want to look at the following titles:
Ackoff, R.L. (1977) Optimization + objectivity =3D opt out, European =
Journaml of Operational Research 1: 1-7.=20
Coyle, R.G. (1985) The use of optimisation methods for policy design in =
a system=20
dynamics model, System Dynamics Review 1: 81-91.=20
=BE=BE=BE=BE=BE (1996) System Dynamics Modelling: A practical approach,=20
(London: Chapman and Hall).
Forrester, J.W. (1961) Industrial Dynamics, (Portland, Oregon: =
Productivity Press).
=BE=BE=BE=BE=BE (1975) Collected Papers of Jay W. Forrester, =
(Cambridge: Wright-Allen Press).
Keloharju, R. & Wolstenholme, E.F. (1988) The Basic Concepts of System =
Dynamics Optimization, Systems Practice 1 (1) : 65-86.=20
Keloharju, R. & Wolstenholme, E.F. (1989) A Case Study in System =
Dynamics Optimization, Journal of Operational Research 40(3) : 221-230.
Kleijnen, J.P.C. (1995) Sensitivity analysis and optimization of =
system dynamics models: regression analysis and statistical design of =
experiments, System dynamics Review 11(4): 275-288.=20
Lane, David C. (1994). Social Theory and System Dynamics Practice. In
1994 International System Dynamics Conference, System Dynamics:
Methodological and Technical Issues, Sterling, Scotland: System
Dynamics Society : 53.
Macedo. J. (1989) A Reference Approach for Policy Optimization in System =
Dynamics Models, System Dynamics Review 5(2):148-175.
Meadows, D.H (1991) The Global Citizen ( Island Press: Washington D.C. )
Wolstenholme, E. F. (1982). System Dynamics in Perspective, Journal of
the Operational Research Society, 33(6): 547-556.
E.F. Wolstenholme (1990), System Enquiry, (Chichester: Wiley).
Hope this is helpful,
Fareen Ali
Technology & Market Information Unit,
Sapura Holdings.=20
From: "Fareen S. Ali" <fareen@sapura.com.my>