Discrete event systems: sensitivity analysis and stochastic optimization by the score function method
This volume centres upon the important areas of performance evaluation, sensitivity analysis and stochastic optimization of discrete event systems with applications to computer simulation models. It effectively highlights how the score function-likelihood ratio method allows one to evaluate not only...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
1993
|
| Schriftenreihe: | Wiley series in probability and mathematical statistics
|
| Schlagworte: | |
| Zusammenfassung: | This volume centres upon the important areas of performance evaluation, sensitivity analysis and stochastic optimization of discrete event systems with applications to computer simulation models. It effectively highlights how the score function-likelihood ratio method allows one to evaluate not only the performance, but also to optimize from only a single sample path (simulation) complex discrete event systems, such as queueing networks A unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization . This book will be of great interest to students and researchers in operational research, management and industrial engineering, statistics and computer science |
| Beschreibung: | XV, 334 S. Illustrationen |
| ISBN: | 0471934194 |
Internformat
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| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 1993 | |
| 300 | |a XV, 334 S. |b Illustrationen | ||
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| 337 | |b n |2 rdamedia | ||
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| 520 | 3 | |a This volume centres upon the important areas of performance evaluation, sensitivity analysis and stochastic optimization of discrete event systems with applications to computer simulation models. It effectively highlights how the score function-likelihood ratio method allows one to evaluate not only the performance, but also to optimize from only a single sample path (simulation) complex discrete event systems, such as queueing networks | |
| 520 | |a A unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization | ||
| 520 | |a . This book will be of great interest to students and researchers in operational research, management and industrial engineering, statistics and computer science | ||
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Datensatz im Suchindex
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| author | Rubinstein, Reuven Y. 1938-2012 Shapiro, Alexander 1949- |
| author_GND | (DE-588)131523341 (DE-588)130425850 |
| author_facet | Rubinstein, Reuven Y. 1938-2012 Shapiro, Alexander 1949- |
| author_role | aut aut |
| author_sort | Rubinstein, Reuven Y. 1938-2012 |
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| ctrlnum | (OCoLC)26672340 (DE-599)BVBBV007995637 |
| dewey-full | 003 |
| dewey-hundreds | 000 - Computer science, information, general works |
| dewey-ones | 003 - Systems |
| dewey-raw | 003 |
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| discipline | Informatik Mathematik |
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| id | DE-604.BV007995637 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:12:46Z |
| institution | BVB |
| isbn | 0471934194 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005265370 |
| oclc_num | 26672340 |
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| physical | XV, 334 S. Illustrationen |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley series in probability and mathematical statistics |
| spelling | Rubinstein, Reuven Y. 1938-2012 Verfasser (DE-588)131523341 aut Discrete event systems sensitivity analysis and stochastic optimization by the score function method Reuven Y. Rubinstein and Alexander Shapiro Chichester [u.a.] Wiley 1993 XV, 334 S. Illustrationen txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and mathematical statistics This volume centres upon the important areas of performance evaluation, sensitivity analysis and stochastic optimization of discrete event systems with applications to computer simulation models. It effectively highlights how the score function-likelihood ratio method allows one to evaluate not only the performance, but also to optimize from only a single sample path (simulation) complex discrete event systems, such as queueing networks A unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization . This book will be of great interest to students and researchers in operational research, management and industrial engineering, statistics and computer science Control, Teoría del Discrete gebeurtenissen gtt Systeemanalyse gtt Systèmes échantillonnés Systèmes échantillonnés ram Systèmes, Analyse de Systèmes, analyse de ram analyse sensibilité inriac analyse système inriac inférence statistique inriac optimisation stochastique inriac système événement discret inriac Discrete-time systems System analysis Sensitivitätsanalyse (DE-588)4129730-1 gnd rswk-swf Diskretes Ereignissystem (DE-588)4196828-1 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Diskretes Ereignissystem (DE-588)4196828-1 s Stochastische Optimierung (DE-588)4057625-5 s DE-604 Sensitivitätsanalyse (DE-588)4129730-1 s Shapiro, Alexander 1949- Verfasser (DE-588)130425850 aut |
| spellingShingle | Rubinstein, Reuven Y. 1938-2012 Shapiro, Alexander 1949- Discrete event systems sensitivity analysis and stochastic optimization by the score function method Control, Teoría del Discrete gebeurtenissen gtt Systeemanalyse gtt Systèmes échantillonnés Systèmes échantillonnés ram Systèmes, Analyse de Systèmes, analyse de ram analyse sensibilité inriac analyse système inriac inférence statistique inriac optimisation stochastique inriac système événement discret inriac Discrete-time systems System analysis Sensitivitätsanalyse (DE-588)4129730-1 gnd Diskretes Ereignissystem (DE-588)4196828-1 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4129730-1 (DE-588)4196828-1 (DE-588)4057625-5 |
| title | Discrete event systems sensitivity analysis and stochastic optimization by the score function method |
| title_auth | Discrete event systems sensitivity analysis and stochastic optimization by the score function method |
| title_exact_search | Discrete event systems sensitivity analysis and stochastic optimization by the score function method |
| title_full | Discrete event systems sensitivity analysis and stochastic optimization by the score function method Reuven Y. Rubinstein and Alexander Shapiro |
| title_fullStr | Discrete event systems sensitivity analysis and stochastic optimization by the score function method Reuven Y. Rubinstein and Alexander Shapiro |
| title_full_unstemmed | Discrete event systems sensitivity analysis and stochastic optimization by the score function method Reuven Y. Rubinstein and Alexander Shapiro |
| title_short | Discrete event systems |
| title_sort | discrete event systems sensitivity analysis and stochastic optimization by the score function method |
| title_sub | sensitivity analysis and stochastic optimization by the score function method |
| topic | Control, Teoría del Discrete gebeurtenissen gtt Systeemanalyse gtt Systèmes échantillonnés Systèmes échantillonnés ram Systèmes, Analyse de Systèmes, analyse de ram analyse sensibilité inriac analyse système inriac inférence statistique inriac optimisation stochastique inriac système événement discret inriac Discrete-time systems System analysis Sensitivitätsanalyse (DE-588)4129730-1 gnd Diskretes Ereignissystem (DE-588)4196828-1 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Control, Teoría del Discrete gebeurtenissen Systeemanalyse Systèmes échantillonnés Systèmes, Analyse de Systèmes, analyse de analyse sensibilité analyse système inférence statistique optimisation stochastique système événement discret Discrete-time systems System analysis Sensitivitätsanalyse Diskretes Ereignissystem Stochastische Optimierung |
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