TY  - BOOK
AU  - Chen,Chun-Hung
AU  - Jia,Qing-Shan
AU  - Lee,Loo Hay
TI  - Stochastic Simulation Optimization for Discrete Event Systems: Perturbation Analysis, Ordinal Optimization, and Beyond 
SN  - 9789814513012
AV  - TA343 .S76 2013eb
U1  - 003/.83 23
PY  - 2013///
CY  - [Hackensack] New Jersey
PB  - World Scientific
KW  - Discrete-time systems
KW  - Mathematical models
KW  - Perturbation (Mathematics)
KW  - Systems engineering
KW  - Computer simulaton
KW  - Systèmes échantillonnés
KW  - Modèles mathématiques
KW  - Perturbation (Mathématiques)
KW  - SCIENCE
KW  - System Theory
KW  - bisacsh
KW  - TECHNOLOGY & ENGINEERING
KW  - Operations Research
KW  - fast
N1  - Includes bibliographical references; 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
N2  - "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."--
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=605588
ER  -