| Record ID | marc_columbia/Columbia-extract-20221130-003.mrc:461404035:2836 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-003.mrc:461404035:2836?format=raw |
LEADER: 02836fam a2200409 a 4500
001 1494965
005 20220602045454.0
008 920902s1993 enk b 001 0 eng
010 $a 92032372
020 $a0471934194
035 $a(OCoLC)26672340
035 $a(OCoLC)ocm26672340
035 $9AJD6207CU
035 $a(NNC)1494965
035 $a1494965
040 $aDLC$cDLC$dDLC$dNNC
050 00 $aT57.6$b.R75 1993
082 00 $a003$220
100 1 $aRubinstein, Reuven Y.$0http://id.loc.gov/authorities/names/n81013061
245 10 $aDiscrete event systems :$bsensitivity analysis and stochastic optimization by the score function method /$cReuven Y. Rubinstein, Alexander Shapiro.
260 $aChichester ;$aNew York :$bWiley,$c1993.
263 $a9305
300 $axv, 334 pages ;$c24 cm.
336 $atext$2rdacontent
337 $aunmediated$2rdamedia
338 $avolume$2rdacarrier
490 1 $aWiley series in probability and mathematical statistics
504 $aIncludes bibliographical references (p. 311-332) and index.
505 0 $a1. Preliminaries -- 2. Sensitivity Analysis and Stochastic Optimization of Discrete Event Static Systems (DESS) -- 3. Sensitivity Analysis and Stochastic Optimization of Discrete Event Dynamic Systems (DEDS) -- 4. What is a "Good" Reference System to Simulate -- 5. Extensions of the SF Method -- 6. Statistical Inference of Stochastic Optimization Programs.
520 $aThis volume centres upon the important areas of performance evaluation, sensitivity analysis and stochastic optimization of discrete event systems with applications to computer simulation models. It effectively highlights how the score function-likelihood ratio method allows one to evaluate not only the performance, but also to optimize from only a single sample path (simulation) complex discrete event systems, such as queueing networks.
520 8 $aA unified and rigorous treatment of the associated stochastic optimization problems is provided and recent advances in perturbation theory encompassed. Throughout the book emphasis is upon concepts rather than mathematical completeness with the advantage that the reader only requires a basic knowledge of probability, statistics and optimization.
520 8 $a. This book will be of great interest to students and researchers in operational research, management and industrial engineering, statistics and computer science.
650 0 $aSystem analysis.$0http://id.loc.gov/authorities/subjects/sh85131733
650 0 $aDiscrete-time systems.$0http://id.loc.gov/authorities/subjects/sh85038370
700 1 $aShapiro, Alexander.$0http://id.loc.gov/authorities/names/n92089993
830 0 $aWiley series in probability and mathematical statistics.$0http://id.loc.gov/authorities/names/n42026537
852 00 $boff,eng$hT57.6$i.R75 1993