| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Sample-Path Optimization in Simulation. | |
| Guerkan G; Oezge AY; Robinson SM | |
| 发表日期 | 1994 |
| 出版者 | IIASA, Laxenburg, Austria: WP-94-070 |
| 出版年 | 1994 |
| 语种 | 英语 |
| 摘要 | This paper summarizes information about a method, called sample-path optimization, for optimizing performance functions in certain stochastic systems that can be modeled by simulation. We explain the method, give conditions under which it converges, and display some sample calculations that indicate how it performs. We also describe briefly some more extensive numerical experiments on large systems (PERT networks with up to 110 stochastic arcs, and tandem production lines with up to 50 machines). Details of these experiments are reported elsewhere; we give references to this and other related work. We conclude with some currently unanswered questions. |
| 主题 | Optimization under Uncertainty (OPT) |
| URL | http://pure.iiasa.ac.at/id/eprint/4141/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/124263 |
| 推荐引用方式 GB/T 7714 | Guerkan G,Oezge AY,Robinson SM. Sample-Path Optimization in Simulation.. 1994. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-94-070.pdf（525KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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