Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks
| Author | : Reuven Y. Rubinstein |
| Publisher | : |
| Total Pages | : 282 |
| Release | : 1986-09-02 |
| ISBN-10 | : UOM:39015011135145 |
| ISBN-13 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks by : Reuven Y. Rubinstein
Download or read book Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks written by Reuven Y. Rubinstein and published by . This book was released on 1986-09-02 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
