scientific article; zbMATH DE number 125278

MaRDI QIDQ4026972zbMATH OpenFDO

Authors Søren Asmussen, Reuven Y. Rubinstein

Publication date 21 February 1993

zbMATH Keywords

heavy traffic diffusion approximationsscore function

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Stochastic programming (90C15)

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(8)

• The score function approach for sensitivity analysis of computer simulation models
• Sensitivity analysis and the ``what if problem in simulation analysis
• Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
• Optimization and sensitivity analysis of computer simulation models by the score function method
• Response surface estimation and sensitivity analysis via efficient change of measure
• The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models
• Performance extrapolation in discrete-event systems simulation
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