Sensitivity analysis of discrete event systems by the “push out” method-Reference-Cited by-同舟云学术

Sensitivity analysis of discrete event systems by the “push out” method

Published:1992-12 Issue:1 Volume:39 Page:229-250
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Rubinstein Reuven Y.

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/BF02060943.pdf

Reference25 articles.

1. S. Asmussen,Applied Probability and Queues (Wiley, 1987).

2. S. Asmussen, Queueing simulation in heavy traffic, Math. Oper. Res. 17(1992)84–111.

3. S. Asmussen and R.Y. Rubinstein, The efficiency and heavy traffic properties of the score function method for sensitivity analysis of queueing models, Adv. Appl. Prob. 24(1992)172–201.

4. S. Asmussen and R.Y. Rubinstein, The performance of the likelihood ratio estimators via the score function method, Manuscript, Chalmers Institute of Technology, Sweden (1990).

5. S. Asmussen and R.Y. Rubinstein, Performance evaluation for the score function method in sensitivity analysis and stochastic optimization, Manuscript, AT&T Bell Laboratories, Holmdel, NJ 07733 (1991), to appear 1992.

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