How to optimize discrete-event systems from a single sample path by the score function method

R. Rubinstein

doi:10.1007/bf02055195

How to optimize discrete-event systems from a single sample path by the score function method

Annals of Operations Research ◽

10.1007/bf02055195 ◽

1990 ◽

Vol 27 (1) ◽

pp. 175-212 ◽

Cited By ~ 22

Author(s):

R. Rubinstein

Keyword(s):

Function Method ◽

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Score Function ◽

Single Sample ◽

Event Systems

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

Journal of the Operational Research Society ◽

10.1057/jors.1994. ◽

1994 ◽

Vol 45 (8) ◽

pp. 960-961

Author(s):

Charles Leake

Keyword(s):

Sensitivity Analysis ◽

Stochastic Optimization ◽

Function Method ◽

Discrete Event Systems ◽

Discrete Event ◽

Score Function ◽

Event Systems

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

Technometrics ◽

10.1080/00401706.1995.10485910 ◽

1995 ◽

Vol 37 (1) ◽

pp. 124-125 ◽

Cited By ~ 2

Author(s):

Jason H. Goodfriend

Keyword(s):

Sensitivity Analysis ◽

Stochastic Optimization ◽

Function Method ◽

Discrete Event Systems ◽

Discrete Event ◽

Score Function ◽

Event Systems

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

Journal of the Operational Research Society ◽

10.2307/2584023 ◽

1994 ◽

Vol 45 (8) ◽

pp. 960

Author(s):

Charles Leake ◽

Reuven Y. Rubinstein ◽

Alexander Shapiro

Keyword(s):

Sensitivity Analysis ◽

Stochastic Optimization ◽

Function Method ◽

Discrete Event Systems ◽

Discrete Event ◽

Score Function ◽

Event Systems

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Sample-path-based continuous and discrete optimization of discrete event systems: From gradient estimation to “rapid learning”

11th International Conference on Analysis and Optimization of Systems Discrete Event Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0033570 ◽

2005 ◽

pp. 385-400

Author(s):

Christos G. Cassandras

Keyword(s):

Discrete Optimization ◽

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Gradient Estimation ◽

Rapid Learning ◽

Event Systems

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Concurrent sample path analysis of discrete event systems

Proceedings of 35th IEEE Conference on Decision and Control ◽

10.1109/cdc.1996.573665 ◽

2002 ◽

Cited By ~ 10

Author(s):

C.G. Cassandras ◽

C.G. Panayiotou

Keyword(s):

Path Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Sample Path Analysis ◽

Event Systems

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Sample-path analysis of stochastic discrete-event systems

[1991] Proceedings of the 30th IEEE Conference on Decision and Control ◽

10.1109/cdc.1991.261525 ◽

2002 ◽

Cited By ~ 1

Author(s):

M. El-Taha ◽

S. Stidham

Keyword(s):

Path Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Sample Path Analysis ◽

Event Systems ◽

Stochastic Discrete Event Systems

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Discrete event systems: sensitivity analysis and stochastic optimization by the score function methods

European Journal of Operational Research ◽

10.1016/0377-2217(94)90021-3 ◽

1994 ◽

Vol 76 (1) ◽

pp. 240-241

Author(s):

Pierre L'Ecuyer

Keyword(s):

Sensitivity Analysis ◽

Stochastic Optimization ◽

Discrete Event Systems ◽

Discrete Event ◽

Score Function ◽

Event Systems

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Sample path properties of timed discrete event systems

Proceedings of the IEEE ◽

10.1109/5.21070 ◽

1989 ◽

Vol 77 (1) ◽

pp. 59-71 ◽

Cited By ~ 35

Author(s):

C.G. Cassandras ◽

S.G. Strickland

Keyword(s):

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Sample Path Properties ◽

Event Systems ◽

Path Properties

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Sample-path analysis of stochastic discrete-event systems

Discrete Event Dynamic Systems ◽

10.1007/bf01439158 ◽

1993 ◽

Vol 3 (4) ◽

pp. 325-346 ◽

Cited By ~ 11

Author(s):

Muhammad El-Taha ◽

Shaler Stidham

Keyword(s):

Path Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Sample Path Analysis ◽

Event Systems ◽

Stochastic Discrete Event Systems

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Parallel sample path generation for discrete event systems and the traffic smoothing problem

Discrete Event Dynamic Systems ◽

10.1007/bf01439040 ◽

1995 ◽

Vol 5 (2-3) ◽

pp. 187-217 ◽

Cited By ~ 11

Author(s):

Christos G. Cassandras ◽

Jie Pan

Keyword(s):

Discrete Event Systems ◽

Discrete Event ◽

Sample Path ◽

Path Generation ◽

Traffic Smoothing ◽

Event Systems ◽

Parallel Sample

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