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

Charles Leake; Reuven Y. Rubinstein; Alexander Shapiro

doi:10.2307/2584023

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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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 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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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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Parallel computation in the design and stochastic optimization of discrete event systems

Proceedings of 32nd IEEE Conference on Decision and Control ◽

10.1109/cdc.1993.325590 ◽

2002 ◽

Cited By ~ 2

Author(s):

Y.C. Ho ◽

C.G. Cassandras

Keyword(s):

Stochastic Optimization ◽

Parallel Computation ◽

Discrete Event Systems ◽

Discrete Event ◽

Event Systems

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Sensitivity analysis of discrete-event systems with nonMarkovian event processes

10.1109/cdc.1989.70085 ◽

2003 ◽

Cited By ~ 2

Author(s):

S.G. Strickland ◽

C.G. Cassandras

Keyword(s):

Sensitivity Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Event Systems

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Efficient stochastic sensitivity analysis of discrete event systems

Journal of Computational Physics ◽

10.1016/j.jcp.2006.06.047 ◽

2007 ◽

Vol 221 (2) ◽

pp. 724-738 ◽

Cited By ~ 60

Author(s):

Sergey Plyasunov ◽

Adam P. Arkin

Keyword(s):

Sensitivity Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Event Systems ◽

Stochastic Sensitivity ◽

Stochastic Sensitivity Analysis

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Sensitivity analysis of discrete event systems with autocorrelated inputs

Proceedings of the 24th conference on Winter simulation - WSC '92 ◽

10.1145/167293.167633 ◽

1992 ◽

Cited By ~ 2

Author(s):

Benjamin Melamed ◽

Reuven Y. Rubinstein

Keyword(s):

Sensitivity Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Event Systems

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Structural Sensitivity Analysis of Discrete Event Systems by Inversion

1993 American Control Conference ◽

10.23919/acc.1993.4793061 ◽

1993 ◽

Cited By ~ 8

Author(s):

Yongseok Park ◽

Edwin K.P. Chong

Keyword(s):

Sensitivity Analysis ◽

Discrete Event Systems ◽

Discrete Event ◽

Structural Sensitivity ◽

Event Systems ◽

Structural Sensitivity Analysis

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Stochastic optimization of discrete event systems simulation

Microelectronics Reliability ◽

10.1016/0026-2714(96)00044-3 ◽

1996 ◽

Vol 36 (10) ◽

pp. 1357-1368 ◽

Cited By ~ 10

Author(s):

H. Arsham

Keyword(s):

Stochastic Optimization ◽

Discrete Event Systems ◽

Discrete Event ◽

Event Systems ◽

Systems Simulation

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