Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method

by Reuven Y. Rubinstein

Uses a conceptual approach to deal with sensitivities of the performance measure with respect to decision variables and offers guidance in improving decisions and identifying the most important ones. Topics covered include sensitivity analysis and optimization of discrete event static and discrete event dynamic systems, a unified framework for the SF method, important sampling, rare events, bottleneck networks and extensions such as autocorrelated input processes.

354 pages, Paperback

First published October 1, 1993

Reviews

[Paul Floyd]

Way over my head wrt statistics