Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Mathematical Statistics)

Rubinstein, Reuven Y., Shapiro, Alexander

ISBN 10: 0471934194 / ISBN 13: 9780471934196

Verlag: Wiley, 1993

Beschreibung

LIKE NEW.

Bestandsnummer des Verkäufers ERICA82204719341943

Bibliografische Details

• Titel: Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Mathematical Statistics)
• Verlag: Wiley
• Erscheinungsjahr: 1993
• Sprache: Englisch
• ISBN-10: 0471934194
• ISBN-13: 9780471934196
• Einband: Paperback
• Zustand: Like New
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

Contrasts two efficient methods of sensitivity analysis, score function and pertubation analysis, and discusses conventional statistical experimental design. Some background is also given to simulation and modelling, and the authors include case studies using the score function method.

Reseña del editor

Uses a conceptual approach to deal with sensitivities of the performance measure with respect to decision variables and offers guidance in improving decisions and identifying the most important ones. Topics covered include sensitivity analysis and optimization of discrete event static and discrete event dynamic systems, a unified framework for the SF method, important sampling, rare events, bottleneck networks and extensions such as autocorrelated input processes.