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How to optimize discrete-event systems from a single sample path by the score function method
16 references·2 citing·25 second hop
How to optimize discrete-event systems from a single sample path by the score function method (1990)How to optimize discrete-event systems fr…STOCHASTIC APPROXIMATION (2005)STOCHASTIC APPROXIMATIONStatistical tools for simulation practitioners (1990)Statistical tools for simulat…Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models (1989)Sensitivity Analysis and Perf…Statistical Tools for Simulation Practitioners (1988)Statistical Tools for Simulat…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks. (1987)Monte Carlo Optimization, Sim…Likelilood ratio gradient estimation (1987)Likelilood ratio gradient est…Introduction to Queueing Networks (1987)Introduction to Queueing Netw…The score function approach for sensitivity analysis of computer simulation models (1986)The score function approach f…Convergence of parameter sensitivity estimates in a stochastic experiment (1984)Convergence of parameter sens…Perturbation analysis and optimization of queueing networks (1983)Perturbation analysis and opt…Implementation of sensitivity calculations on a monte carlo experiment (1983)Implementation of sensitivity…Principles of Discrete Event Simulation. (1980)Principles of Discrete Event …A gradient technique for general buffer storage design in a production line (1979)A gradient technique for gene…Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Stochastic Approximation Meth…Fundamentals of Queueing Theory. (1977)Fundamentals of Queueing Theo…Techniques for optimization via simulation: an experimental study on an (s, S) inventory system (1997)Techniques for optimization v…Simulation optimization of (s,S) inventory systems (1992)Simulation optimization of (s…Poisson Arrivals See Time Averages (1982)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Product-form queueing networks with negative and positive customers (1991)Bits through queues (1996)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Introduction to modeling and simulation (1997)PROCEEDINGS OF THE 1997 WINTER SIMULATION CONFERENCE (1997)A methodology for fitting and validating metamodels in simulation1Two anonymous referees' comments on the first draft lead to an improved organization of our paper.1 (2000)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Optimization via simulation: A review (1994)A Review of Modern Computational Algorithms for Bayesian Optimal Design (2015)Simulation optimization: A comprehensive review on theory and applications (2004)A spectral method for confidence interval generation and run length control in simulations (1981)Traffic modeling for telecommunications networks (1994)Input Versus Output Queueing on a Space-Division Packet Switch (1987)Queueing analysis: A foundation of performance evaluation (1995)Modeling bursts and heavy tails in human dynamics (2006)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)Monte Carlo Sampling Methods (2003)Adaptive stochastic approximation by the simultaneous perturbation method (2000)Proceedings of the 2002 Winter Simulation Conference (2002)Sensitivity analysis and related analyses: A review of some statistical techniques (1997)Validation and Verification of Simulation Models (2005)A systematic comparison of metamodeling techniques for simulation optimization in Decision Support Systems (2009)
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References

  • 1977Fundamentals of Queueing Theory.2,930 cited
  • 1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
  • 1987Introduction to Queueing Networks688 cited
  • 2005STOCHASTIC APPROXIMATION611 cited
  • 1980Principles of Discrete Event Simulation.538 cited
  • 1990Statistical tools for simulation practitioners523 cited
  • 1979A gradient technique for general buffer storage design in a production line303 cited
  • 1983Perturbation analysis and optimization of queueing networks296 cited
  • 1988Statistical Tools for Simulation Practitioners227 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 1987Likelilood ratio gradient estimation219 cited
  • 1989Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models179 cited
  • 1984Convergence of parameter sensitivity estimates in a stochastic experiment137 cited
  • 1987Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks.99 cited
  • 1986The score function approach for sensitivity analysis of computer simulation models95 cited

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1983
Implementation of sensitivity calculations on a monte carlo experiment
67 cited

Cited by

  • 1997Techniques for optimization via simulation: an experimental study on an (s, S) inventory system33 cited
  • 1992Simulation optimization of (s,S) inventory systems33 cited