Research Catalog
Discrete event systems : sensitivity analysis and stochastic optimization by the score function method
- Title
- Discrete event systems : sensitivity analysis and stochastic optimization by the score function method / Reuven Y. Rubinstein, Alexander Shapiro.
- Author
- Rubinstein, Reuven Y.
- Publication
- Chichester ; New York : Wiley, 1993.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Request in advance | T57.6 .R75 1993 | Off-site |
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Details
- Additional Authors
- Shapiro, Alexander.
- Description
- xv, 334 pages; 24 cm.
- Summary
- 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.
- Series Statement
- Wiley series in probability and mathematical statistics
- Uniform Title
- Wiley series in probability and mathematical statistics.
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. 311-332) and index.
- Contents
- 1. Preliminaries -- 2. Sensitivity Analysis and Stochastic Optimization of Discrete Event Static Systems (DESS) -- 3. Sensitivity Analysis and Stochastic Optimization of Discrete Event Dynamic Systems (DEDS) -- 4. What is a "Good" Reference System to Simulate -- 5. Extensions of the SF Method -- 6. Statistical Inference of Stochastic Optimization Programs.
- ISBN
- 0471934194
- LCCN
- 92032372
- OCLC
- 26672340
- ocm26672340
- Owning Institutions
- Columbia University Libraries