Sensitivity estimates based on one realization of a stochastic system
暂无分享,去创建一个
[1] P. Billingsley,et al. Probability and Measure , 1980 .
[2] Xi-Ren Cao,et al. Perturbation analysis and optimization of queueing networks , 1983 .
[3] Yu-Chi Ho,et al. Optimization of large multiclass (non-product. form queueing networks using perturbation analysis , 1984 .
[4] Xi-Ren Cao. Convergence of parameter sensitivity estimates in a stochastic experiment , 1984, The 23rd IEEE Conference on Decision and Control.
[5] Yu-Chi Ho,et al. Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis , 1985, IEEE J. Robotics Autom..
[6] R. Rubinstein,et al. Variance reduction by the use of common and antithetic random variables , 1985 .
[7] Reuven Y. Rubinstein,et al. Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks , 1986 .
[8] Xi-Ren Cao,et al. Estimating the sojourn time sensitivity in queueing networks using perturbation analysis , 1987 .