Discrete event systems : sensitivity analysis and stochastic optimization by the score function method

著者

• Rubinstein, Reuven Y.
• Shapiro, Alexander

書誌事項

Discrete event systems : sensitivity analysis and stochastic optimization by the score function method

Reuven Y. Rubinstein and Alexander Shapiro

（Wiley series in probability and mathematical statistics）

Wiley, c1993

注記

Bibliography: p. 311-332

Includes index

内容説明・目次

内容説明

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.

目次

• Preliminaries
• Sensitivity Analysis and Stochastic Optimization of Discrete Event Static Systems (DESS)
• Sensitivity Analysis and Stochastic Optimization of Discrete Event Dynamic Systems (DEDS)
• What Is a Good'' Reference System to Simulate
• Extensions of the SF Method
• Statistical Inference of Stochastic Optimization Programs
• Bibliography
• Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA19607786
• ISBN:
  • 0471934194
• LCCN: 92032372
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Chichester ; New York
• ページ数/冊数: xv, 334 p.
• 大きさ: 24 cm
• 分類:
  • LCC : T57.6
  • DC20 : 003
• 件名:
  • LCSH : System analysis
  • LCSH : Discrete-time systems
• 親書誌ID:
  • BA00019013