Monte Carlo optimization, simulation and sensitivity of queueing networks
Author(s)
Bibliographic Information
Monte Carlo optimization, simulation and sensitivity of queueing networks
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
Wiley, c1986
Available at / 54 libraries
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
519.9-548s081000079159*
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Description and Table of Contents
Description
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.
Table of Contents
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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