scientific article

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

monograph sensitivity simulation adaptive control stochastic approximation Monte Carlo method perturbation analysis queueing networks Monte Carlo optimization random search control variates common and antithetic variates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (39)

Optimal load sharing in soft real-time systems using likelihood ratios ⋮ INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION ⋮ The score function approach for sensitivity analysis of computer simulation models ⋮ Determining functional relationships from trained neural networks ⋮ Simulation of micro-seismicity in response to injection/production in large-scale fracture networks using the fast multipole displacement discontinuity method (FMDDM) ⋮ On controlling variates in network simulation ⋮ Generalized estimates for performance sensitivities of stochastic systems ⋮ Unnamed Item ⋮ Generalized sensitivity analysis of ergodic stochastic systems ⋮ Sensitivity analysis and the ``what if problem in simulation analysis ⋮ On the complete instability of interval polynomials ⋮ Sensitivity estimates based on one realization of a stochastic system† ⋮ Sensitivity analysis of stochastic dynamical systems ⋮ Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models ⋮ An analytical approach to global optimization ⋮ Conditional p-values for the F-statistic in a forward selection procedure ⋮ Ordinal optimization of DEDS ⋮ Multivariate recursive m estimators of location for dependent sequences ⋮ Optimizing discrete event dynamic systems via the gradient surface method ⋮ Nondifferentiable optimization via smooth approximation: General analytical approach ⋮ Conditioning for variance reduction in estimating the sensitivity of simulations ⋮ Gradient estimates for the performance of Markov chains and discrete event processes ⋮ Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors ⋮ Volume estimation by monte carlo methods^* ⋮ Simulation-based optimization using simulated annealing with ranking and selection ⋮ Group shops scheduling with makespan criterion subject to random release dates and processing times ⋮ Sensitivity analysis and optimization of stochastic Petri nets ⋮ Optimization via simulation: A review ⋮ Using martingales to make stochastic simulations more precise ⋮ Optimization and sensitivity analysis of computer simulation models by the score function method ⋮ How to optimize discrete-event systems from a single sample path by the score function method ⋮ Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models ⋮ Stochastic approximation algorithm for minimax problems ⋮ A note on constrained M-estimation and its recursive analog in multivariate linear regression models ⋮ ``What-if analysis in computer simulation models: A comparative survey with some extensions ⋮ Multi-output parameter estimation of dynamic systems by output shapes ⋮ Robustness of perturbation analysis estimators for queueing systems with unknown distributions ⋮ Optimization algorithm with probabilistic estimation ⋮ A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization

This page was built for publication: