Coverart for item
The Resource Stochastic simulation optimization for discrete event systems : perturbation analysis, ordinal optimization and beyond, edited by Chun-Hung Chen, George Mason University, USA, Qing-Shan Jia, Tsinghua University, China & Loo Hay Lee, National University of Singapore, Singapore, (electronic resource)

Stochastic simulation optimization for discrete event systems : perturbation analysis, ordinal optimization and beyond, edited by Chun-Hung Chen, George Mason University, USA, Qing-Shan Jia, Tsinghua University, China & Loo Hay Lee, National University of Singapore, Singapore, (electronic resource)

Label
Stochastic simulation optimization for discrete event systems : perturbation analysis, ordinal optimization and beyond
Title
Stochastic simulation optimization for discrete event systems
Title remainder
perturbation analysis, ordinal optimization and beyond
Statement of responsibility
edited by Chun-Hung Chen, George Mason University, USA, Qing-Shan Jia, Tsinghua University, China & Loo Hay Lee, National University of Singapore, Singapore
Contributor
Subject
Language
eng
Summary
"Discrete event systems (DES) have become pervasive in our daily life. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling of these stochastic simulations has long been a "hard nut to crack". The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y.C. Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions. Contents: Part I: Perturbation Analysis: IPA Calculus for Hybrid Systems; Smoothed Perturbation Analysis: A Retrospective and Prospective Look; Perturbation Analysis and Variance Reduction in Monte Carlo Simulation; Adjoints and Averaging; Infinitesimal Perturbation Analysis in On-Line Optimization; Simulation-based Optimization of Failure-Prone Continuous Flow Lines; Perturbation Analysis, Dynamic Programming, and Beyond; Part II: Ordinal Optimization : Fundamentals of Ordinal Optimization; Optimal Computing Budget Allocation; Nested Partitions; Applications of Ordinal Optimization. Readership: Professionals in industrial and systems engineering, graduate reference for probability & statistics, stochastic analysis and general computer science, and research."--
Assigning source
Provided by publisher
Cataloging source
DLC
Dewey number
003/.83
LC call number
TA343
LC item number
.S76 2013
http://library.link/vocab/relatedWorkOrContributorDate
  • 1964-
  • 1980-
http://library.link/vocab/relatedWorkOrContributorName
  • Chen, Chun-Hung
  • Jia, Qing-Shan
  • Lee, Loo Hay
http://library.link/vocab/subjectName
  • Discrete-time systems
  • Perturbation (Mathematics)
  • Systems engineering
Label
Stochastic simulation optimization for discrete event systems : perturbation analysis, ordinal optimization and beyond, edited by Chun-Hung Chen, George Mason University, USA, Qing-Shan Jia, Tsinghua University, China & Loo Hay Lee, National University of Singapore, Singapore, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references
Control code
OCM1bookssj0000917130
Dimensions
unknown
Isbn
9789814513005
Isbn Type
(alk. paper)
Lccn
2013012700
Specific material designation
remote
System control number
(WaSeSS)bookssj0000917130
Label
Stochastic simulation optimization for discrete event systems : perturbation analysis, ordinal optimization and beyond, edited by Chun-Hung Chen, George Mason University, USA, Qing-Shan Jia, Tsinghua University, China & Loo Hay Lee, National University of Singapore, Singapore, (electronic resource)
Publication
Bibliography note
Includes bibliographical references
Control code
OCM1bookssj0000917130
Dimensions
unknown
Isbn
9789814513005
Isbn Type
(alk. paper)
Lccn
2013012700
Specific material designation
remote
System control number
(WaSeSS)bookssj0000917130

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