Implementation of sensitivity calculations on a Monte Carlo experiment
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Publication:1170858
DOI10.1007/BF00933974zbMath0497.65003MaRDI QIDQ1170858
Publication date: 1983
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
simulationsensitivity analysisstochastic processesperturbation analysisqueueing theorydiscrete event systemsMonte-Carlo methods
Related Items (9)
Generalized estimates for performance sensitivities of stochastic systems ⋮ Generalized sensitivity analysis of ergodic stochastic systems ⋮ Perturbation analysis and optimization of queueing networks ⋮ Sensitivity analysis of serial transfer lines using finite perturbation analysis ⋮ A new approach to the analysis of discrete event dynamic systems ⋮ A formal description of discrete event dynamic systems including infinitesimal perturbation analysis ⋮ An operational approach to perturbation analysis of closed queuing networks ⋮ Sensitivity calculation of the throughput of an FMS with rspect to the routing mix using perturbation analysis ⋮ Sensitivity of sample values to parameter changes
Cites Work
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