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

Published by Wiley, 1993

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Seller Inventory # ERICA82204719341943

Bibliographic Details

• Title: Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Mathematical Statistics)
• Publisher: Wiley
• Publication Date: 1993
• Language: English
• ISBN 10: 0471934194
• ISBN 13: 9780471934196
• Binding: Paperback
• Condition: Like New
• Book Type: book

About this title

Synopsis

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.