Monte Carlo optimization, simulation and sensitivity of queueing networks
著者
書誌事項
Monte Carlo optimization, simulation and sensitivity of queueing networks
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
Wiley, c1986
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内容説明・目次
内容説明
A theoretical treatment of Monte Carlo optimization - simulation using perturbation analysis, adaptive methods, and variance reduction techniques. The book emphasizes concepts rather than mathematical completeness, and shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
目次
Antithetic and Common Random Variables in Simulation of Complex Stochastic Systems. Multidimensional Control Variates in Monte Carlo Simulation. Stochastic Optimization Via Stochastic Approximation. Perturbation Analysis for Sensitivity and Optimization of Complex Queueing Networks. Monte Carlo Optimization. Appendixes. References. Index.
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