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

by R. Rubenstein and A Shapiro

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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.
  • ISBN10 0471934194
  • ISBN13 9780471934196
  • Publish Date 29 January 1993
  • Publish Status Out of Print
  • Out of Print 14 January 1999
  • Publish Country GB
  • Publisher John Wiley and Sons Ltd
  • Imprint John Wiley & Sons Ltd
  • Format Hardcover
  • Pages 300
  • Language English