Optimization of Stochastic Models: The Interface Between Simulation and Optimization

✍ Scribed by George Ch. Pflug (auth.)

Publisher: Springer US
Year: 1996
Tongue: English
Leaves: 383
Series: The Kluwer International Series in Engineering and Computer Science 373
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xiv
Optimization....Pages 1-54
Discrete—Event processes....Pages 55-141
Derivatives....Pages 143-209
Simulation and sensitivity estimation....Pages 211-279
Stochastic Approximation....Pages 281-322
Back Matter....Pages 323-382

✦ Subjects

Operations Research/Decision Theory; Optimization; Operations Research, Management Science; Calculus of Variations and Optimal Control; Optimization

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