Dr Chen Chun-Hung, Professor of Systems Engineering & Operations Research,George Mason University, Fairfax, VA
Date
08-07-2008
Time
14:00 p.m. to 15:00 p.m.
Venue
Faculty of Engineering, Seminar Room E1-06-08, NUS
Abstract
Simulation is a popular tool for designing large, complex, stochastic systems, since closed-form analytical solutions generally do not exist for such problems. While the advance of new technology has dramatically increased computational power, efficiency is still a big concern when using simulation for large system design, in which case many alternative designs must be simulated. To make the matter worse, multiple simulation runs must be performed for each design in order to catch stochastic behaviors in systems. This presentation gives our new development to address such an efficiency issue. A key component of our methodologies is a new control-theoretic simulation technique called Optimal Computing Budget Allocation invented by the speaker, which can maximize the computational efficiency by determining the optimal numbers of simulation runs for all alternative designs.
Biography
Dr. Chen received his Ph.D. degree in Engineering Sciences from Harvard University. Dr. Chen is a Professor of Systems Engineering & Operations Research at George Mason University, Fairfax, VA. He was an Assistant Professor of Systems Engineering at the University of Pennsylvania before joining GMU in 2000. Dr. Chen has lead research projects in stochastic modeling simulation, and optimization, network management, systems design under uncertainty, and air traffic management, which are sponsored by NSF, FAA, and NASA.
Dr. Chen received "Kayamori Best Automation Paper Award" from the 2003 IEEE International Conference on Robotics and Automation, 1994 Eliahu I. Jury Award from Harvard University, and the 1992 MasPar Parallel Computer Challenge Award. He Dr. Chen has served as associate editor of IEEE Transactions on Automatic Control, International Journal of Simulation and Process Modeling, and the Book Series on System Engineering and Operations Research for WSPC, and as the co-Editor of the 2002 Winter Simulation Conference Proceedings. Dr. Chen is a Program Co-Chair for 2007 Informs Simulation Society Workshop and the Coordinator of Contributed Papers for 2008 Informs Annual Meeting.
