Stochastic Simulation Optimization for Discrete Event Systems : Perturbation Analysis, Ordinal Optimization, and Beyond /

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"Discrete event systems (DES) have become pervasive in our daily life. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Chen, Chun-Hung, 1964- (Editor ), Jia, Qing-Shan, 1980- (Editor ), Lee, Loo Hay (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Hackensack] New Jersey : World Scientific, 2013.
Temas:
Discrete-time systems > Mathematical models.
Perturbation (Mathematics)
Systems engineering > Computer simulaton.
Systèmes échantillonnés > Modèles mathématiques.
Perturbation (Mathématiques)
SCIENCE > System Theory.
TECHNOLOGY & ENGINEERING > Operations Research.
Discrete-time systems > Mathematical models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Chapter 1. The IPA calculus for hybrid systems
  • chapter 2. Smoothed perturbation analysis : a retrospective and prospective look
  • chapter 3. Perturbation analysis and variance reduction in Monte Carlo simulation
  • chapter 4. Adjoints and averaging
  • chapter 5. Infinitesimal perturbation analysis and optimization algorithms
  • chapter 6. Simulation-based optimization of failure-prone continuous flow lines
  • chapter 7. Perturbation analysis, dynamic programming, and beyond
  • chapter 8. Fundamentals of ordinal optimization
  • chapter 9. Optimal computing budget allocation framework
  • chapter 10. Nested partitions
  • chapter 11. Applications of ordinal optimization.

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