Implementation of sensitivity calculations on a Monte Carlo experiment

DOI10.1007/BF00933974zbMath0497.65003MaRDI QIDQ1170858

Rajan Suri

Publication date: 1983

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

simulationsensitivity analysisstochastic processesperturbation analysisqueueing theorydiscrete event systemsMonte-Carlo methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10)

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

• A new approach to the analysis of discrete event dynamic systems
• Perturbation analysis and optimization of queueing networks
• Unnamed Item

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