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

Editor

Wiley

Fecha de publicaci�n

1993

Idioma

Ingl�s

ISBN 10

0471934194

ISBN 13

9780471934196

Encuadernaci�n

Paperback

Estado

Like New

Tipo de libro

book

Cat�logos de vendedores

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Sinopsis

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.

Rese�a 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.

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