Gradient Estimation Via Perturbation Analysis

DOWNLOAD

Download Gradient Estimation Via Perturbation Analysis PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Gradient Estimation Via Perturbation Analysis book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Gradient Estimation Via Perturbation Analysis

DOWNLOAD
Author : Paul Glasserman
language : en
Publisher: Springer Science & Business Media
Release Date : 1991

Gradient Estimation Via Perturbation Analysis written by Paul Glasserman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.

Max Plus Linear Stochastic Systems And Perturbation Analysis

DOWNLOAD
Author : Bernd F. Heidergott
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-12-26

Max Plus Linear Stochastic Systems And Perturbation Analysis written by Bernd F. Heidergott and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-26 with Computers categories.

During the last decade, the area of stochastic max-plus linear systems has witnessed a rapid development, which created a growing interest in this area. This book provides a thorough treatment of the theory of stochastic max-plus linear systems. Max-plus algebra is an algebraic approach to discrete event systems (DES), like queuing networks that are prone to synchronization. Perturbation analysis studies the sensitivity of the performance of DES with respect to changes in a particular system parameter. The first part of the book addresses modeling issues and stability theory for stochastic max-plus systems. The second part of the book treats perturbation analysis of max-plus systems: a calculus for differentiation of max-plus systems is developed. This calculus leads to numerical evaluations of performance indices of max-plus linear stochastic systems, such as the Lyapunov exponent or waiting times.

Efficient Simulation Algorithms For Optimization Of Discrete Event Systems Based On Measure Valued Differentation

DOWNLOAD
Author : Taoying Farenhorst-Yuan
language : en
Publisher: Rozenberg Publishers
Release Date : 2010

Efficient Simulation Algorithms For Optimization Of Discrete Event Systems Based On Measure Valued Differentation written by Taoying Farenhorst-Yuan and has been published by Rozenberg Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.

Bayesian Analysis Of Stochastic Process Models

DOWNLOAD
Author : David Insua
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-07

Bayesian Analysis Of Stochastic Process Models written by David Insua and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-07 with Mathematics categories.

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models. Key features: Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment. Provides a thorough introduction for research students. Computational tools to deal with complex problems are illustrated along with real life case studies Looks at inference, prediction and decision making. Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.

Application And Theory Of Petri Nets And Concurrency

DOWNLOAD
Author : Wil van der Aalst
language : en
Publisher: Springer
Release Date : 2017-05-04

Application And Theory Of Petri Nets And Concurrency written by Wil van der Aalst and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-04 with Computers categories.

This book constitutes the proceedings of the 38th International Conference on Application and Theory of Petri Nets and Concurrency, PETRI NETS 2017, held in Zaragoza, Spain, in June 2017. Petri Nets 2017 is co-located with the Application of Concurrency to System Design Conference, ACSD 2017. The 16 papers, 9 theory papers, 4 application papers, and 3 tool papers, with 1 short abstract and 3 extended abstracts of invited talks presented together in this volume were carefully reviewed and selected from 33 submissions. The focus of the conference is on following topics: Simulation of Colored Petri Nets, Petri Net Tools.- Model Checking, Liveness and Opacity, Stochastic Petri Nets, Specific Net Classes, and Petri Nets for Pathways.

Stochastic Simulation Optimization For Discrete Event Systems Perturbation Analysis Ordinal Optimization And Beyond

DOWNLOAD
Author : Chun-hung Chen
language : en
Publisher: World Scientific
Release Date : 2013-07-03

Stochastic Simulation Optimization For Discrete Event Systems Perturbation Analysis Ordinal Optimization And Beyond written by Chun-hung Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-03 with Technology & Engineering categories.

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 “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.

Examining Robustness And Vulnerability Of Networked Systems

DOWNLOAD
Author : S. Butenko
language : en
Publisher: IOS Press
Release Date : 2014-06-19

Examining Robustness And Vulnerability Of Networked Systems written by S. Butenko and has been published by IOS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-19 with Computers categories.

Modern critical infrastructure is characterized by complex, heterogeneous and dynamically evolving networks. But these can be vulnerable to component failure, and this is a problem which must be addressed by realistic mathematical models. This book presents papers from the NATO Advanced Research Workshop (ARW), Examining Robustness and Vulnerability of Critical Infrastructure Networks, held in Kiev, Ukraine, in June 2013. Contributions were from workshop participants as well as invited experts in the field, and cover topics including: mathematical models; probability-based risk measures; algorithms for the design and detection of robust structures; identification of critical network components and case studies. This book will be of interest to researchers, practitioners and graduate students in the fields of mathematics, computer science and engineering.

Intelligent Production Machines And Systems 2nd I Proms Virtual International Conference 3 14 July 2006

DOWNLOAD
Author : Duc T. Pham
language : en
Publisher: Elsevier
Release Date : 2011-07-28

Intelligent Production Machines And Systems 2nd I Proms Virtual International Conference 3 14 July 2006 written by Duc T. Pham and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-28 with Technology & Engineering categories.

I*PROMS 2005 is an online web-based conference. It provides a platform for presenting, discussing, and disseminating research results contributed by scientists and industrial practitioners active in the area of intelligent systems and soft computing techniques (such as fuzzy logic, neural networks, evolutionary algorithms, and knowledge-based systems) and their application in different areas of manufacturing. Comprised of 100 peer-reviewed articles, this important resource provides tools to help enterprises achieve goals critical to the future of manufacturing.I*PROMS is an European Union-funded network that involves 30 partner organizations and more than 130 researchers from universities, research organizations, and corporations.* State-of-the-art research results * Leading European researchers and industrial practitioners * Comprehensive collection of indexed and peer-reviewed articles in book format supported by a user-friendly full-text CD-ROM with search functionality

Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing

DOWNLOAD
Author : Harald Niederreiter
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Monte Carlo And Quasi Monte Carlo Methods In Scientific Computing written by Harald Niederreiter and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.

Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems

DOWNLOAD
Author : Houmin Yan
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-10

Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems written by Houmin Yan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-10 with Technology & Engineering categories.

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.