Stochastic Simulation Optimization For Discrete Event Systems: Perturbation Analysis, Ordinal Optimization And Beyond : Perturbation Analysis, Ordinal Optimization, and Beyond
β Scribed by Chun-Hung Chen; Qing-shan Jia; Loo Hay Lee
- Publisher
- World Scientific Publishing Company
- Year
- 2013
- Tongue
- English
- Leaves
- 274
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Discrete event systems (DES) have become pervasive in our daily lives. 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 these stochastic simulations has long been a βhard nut to crackβ. 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.
β¦ Subjects
Discrete-time systems -- Mathematical models. ; Perturbation (Mathematics) ; Systems engineering -- Computer simulation.
π SIMILAR VOLUMES
Performance evaluation of increasingly complex human-made systems requires the use of simulation models. However, these systems are difficult to describe and capture by succinct mathematical models. The purpose of this book is to address the difficulties of the optimization of complex systems via si
<p>The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. T
<p>The main subject of this book is perturbation analysis of continuous optimization problems. In the last two decades considerable progress has been made in that area, and it seems that it is time now to present a synthetic view of many important results that apply to various classes of problems. T
<p>More and more digital devices are being used for informaΒ tion processing and control purposes in a variety of systems applications, including industrial processes, power networks, biological systems and communication networks. This trend has been helped by the advent of microprocessors and the c
<p>Dynamic Systems (DEDS) are almost endless: military C31 Ilogistic systems, the emergency ward of a metropolitan hospital, back offices of large insurance and brokerage fums, service and spare part operations of multinational fums . . . . the point is the pervasive nature of such systems in the da