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Search - Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Statistics)

Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Statistics)
Discrete Event Systems Sensitivity Analysis and Stochastic Optimization by the Score Function Method - Wiley Series in Probability and Statistics
Author: Reuven Y. Rubinstein, Alexander Shapiro
Contrasts two efficient methods of sensitivity analysis, score function and pertubation analysis, and discusses conventional statistical experimental design. Some background is also given to simulation and modelling, and the authors include case studies using the score function method.
ISBN-13: 9780471934196
ISBN-10: 0471934194
Pages: 354
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Publisher: John Wiley & Sons
Book Type: Paperback
Members Wishing: 0
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