Optimization and sensitivity analysis of computer simulation models by the score function method

被引：55

作者：

Kleijnen, JPC

Rubinstein, RY

机构：

[1] TILBURG UNIV,CTR ECON RES,5000 LE TILBURG,NETHERLANDS

[2] TECHNION ISRAEL INST TECHNOL,FAC IND ENGN & MANAGEMENT,IL-32000 HAIFA,ISRAEL

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 1996年 / 88卷 / 03期

关键词：

experimental design; score function; sensitivity analysis; optimization; simulation;

D O I：

10.1016/0377-2217(95)00107-7

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper surveys some recent results on the score function (SF) method. This method is suitable for performance evaluation, sensitivity analysis, and optimization of complex discrete-event systems such as non-Markovian queueing systems.

引用

页码：413 / 427

页数：15

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