Stochastic Simulation Optimization for Discrete Event Systems : (Record no. 756824)

MARC details
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control field ocn852150965
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control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20241010112205.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu---unuuu
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fixed length control field 130708s2013 nju ob 000 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2013012700
040 ## - CATALOGING SOURCE
Original cataloging agency N$T
Language of cataloging eng
Description conventions pn
Transcribing agency N$T
Modifying agency OCLCO
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9789814513012
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9814513016
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9789814513005
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9814513008
035 ## - SYSTEM CONTROL NUMBER
System control number 605588
-- (N$T)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)852150965
Canceled/invalid control number (OCoLC)960205435
-- (OCoLC)961540598
-- (OCoLC)962679427
-- (OCoLC)988437536
-- (OCoLC)991953643
-- (OCoLC)1037704474
-- (OCoLC)1038695202
-- (OCoLC)1045470998
-- (OCoLC)1153526817
-- (OCoLC)1259157473
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number TA343
Item number .S76 2013eb
072 #7 - SUBJECT CATEGORY CODE
Subject category code SCI
Subject category code subdivision 064000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code TEC
Subject category code subdivision 029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 003/.83
Edition number 23
049 ## - LOCAL HOLDINGS (OCLC)
Holding library MAIN
245 00 - TITLE STATEMENT
Title Stochastic Simulation Optimization for Discrete Event Systems :
Remainder of title Perturbation Analysis, Ordinal Optimization, and Beyond /
Statement of responsibility, etc. edited by Chun-Hung Chen (George Mason University, USA), Qing-Shan Jia (Tsinghua University, China) & Loo Hay Lee (National University of Singapore, Singapore).
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. [Hackensack] New Jersey :
Name of publisher, distributor, etc. World Scientific,
Date of publication, distribution, etc. 2013.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
520 ## - SUMMARY, ETC.
Summary, etc. "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."--
Assigning source Provided by publisher
588 0# - SOURCE OF DESCRIPTION NOTE
Source of description note Print version record.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Chapter 1. The IPA calculus for hybrid systems -- chapter 2. Smoothed perturbation analysis : a retrospective and prospective look -- chapter 3. Perturbation analysis and variance reduction in Monte Carlo simulation -- chapter 4. Adjoints and averaging -- chapter 5. Infinitesimal perturbation analysis and optimization algorithms -- chapter 6. Simulation-based optimization of failure-prone continuous flow lines -- chapter 7. Perturbation analysis, dynamic programming, and beyond -- chapter 8. Fundamentals of ordinal optimization -- chapter 9. Optimal computing budget allocation framework -- chapter 10. Nested partitions -- chapter 11. Applications of ordinal optimization.
546 ## - LANGUAGE NOTE
Language note English.
590 ## - LOCAL NOTE (RLIN)
Local note Added to collection customer.56279.3
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Discrete-time systems
General subdivision Mathematical models.
9 (RLIN) 599165
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Perturbation (Mathematics)
9 (RLIN) 4301
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Systems engineering
General subdivision Computer simulaton.
9 (RLIN) 697033
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Systèmes échantillonnés
General subdivision Modèles mathématiques.
9 (RLIN) 1074825
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Perturbation (Mathématiques)
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element SCIENCE
General subdivision System Theory.
Source of heading or term bisacsh
9 (RLIN) 23421
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element TECHNOLOGY & ENGINEERING
General subdivision Operations Research.
Source of heading or term bisacsh
9 (RLIN) 28722
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Discrete-time systems
General subdivision Mathematical models
Source of heading or term fast
9 (RLIN) 599165
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Perturbation (Mathematics)
Source of heading or term fast
9 (RLIN) 4301
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chen, Chun-Hung,
Dates associated with a name 1964-
Relator term editor.
9 (RLIN) 697034
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Jia, Qing-Shan,
Dates associated with a name 1980-
Relator term editor.
9 (RLIN) 697035
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lee, Loo Hay,
Relator term editor.
9 (RLIN) 587515
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Title Stochastic simulation optimization for discrete event systems.
Place, publisher, and date of publication [Hackensack] New Jersey : World Scientific, 2013
International Standard Book Number 9789814513005
Record control number (DLC) 2013012700
-- (OCoLC)842879862
856 40 - ELECTRONIC LOCATION AND ACCESS
Materials specified EBSCOhost
Uniform Resource Identifier <a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=605588">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=605588</a>
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Holdings
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