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Stochastic simulation optimization f...

Chen, Chun-Hung, (1964-)

Stochastic simulation optimization for discrete event systems :perturbation analysis, ordinal optimization and beyond /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic simulation optimization for discrete event systems :editors, Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee.
其他題名:	perturbation analysis, ordinal optimization and beyond /
其他作者:	Chen, Chun-Hung,
出版者:	New Jersey :World Scientific,c2013.
面頁冊數:	xxviii, 245 p. :ill. ;24 cm.
標題:	Discrete-time systemsMathematical models.
ISBN:	9789814513005 (hbk.) :

Stochastic simulation optimization for discrete event systems :perturbation analysis, ordinal optimization and beyond /
Stochastic simulation optimization for discrete event systems :perturbation analysis, ordinal optimization and beyond /editors, Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee. - New Jersey :World Scientific,c2013. - xxviii, 245 p. :ill. ;24 cm.

Includes bibliographical references.

"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."--

ISBN: 9789814513005 (hbk.) :NT$2607

LCCN: 2013012700Subjects--Topical Terms:

359884
Discrete-time systems
--Mathematical models.

LC Class. No.: TA343 / .S76 2013

Dewey Class. No.: 003/.83

Stochastic simulation optimization for discrete event systems :perturbation analysis, ordinal optimization and beyond /
LDR:02454cam a2200217 a 4500 001 427331
003 DLC
005 20131029101939.0
008 140917s2013 njua b 000 0 eng
010 $a 2013012700
020 $a 9789814513005 (hbk.) : $c NT$2607
020 $a 9814513008 (hbk.)
035 $a 2013012700
040 $a DLC $b eng $c DLC $d DLC
042 $a pcc
050 0 0 $a TA343 $b .S76 2013
082 0 0 $a 003/.83 $2 23
245 0 0 $a Stochastic simulation optimization for discrete event systems : $b perturbation analysis, ordinal optimization and beyond / $c editors, Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee.
260 $a New Jersey : $b World Scientific, $c c2013.
300 $a xxviii, 245 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references.
520 $a "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."-- $c Provided by publisher.
650 0 $a Discrete-time systems $x Mathematical models. $3 359884
650 0 $a Perturbation (Mathematics) $3 190940
650 0 $a Systems engineering $x Computer simulaton. $3 671316
700 1 $a Chen, Chun-Hung, $d 1964- $3 671314
700 1 $a Jia, Qing-Shan, $d 1980- $3 671315
700 1 $a Lee, Loo Hay. $3 575290