OPTIMIZATION AND SENSITIVITY ANALYSIS OF COMPUTER-SIMULATION MODELS BY THE SCORE FUNCTION-METHOD

Authors
KLEIJNEN JPC RUBINSTEIN RY
Citation
Jpc. Kleijnen et Ry. Rubinstein, OPTIMIZATION AND SENSITIVITY ANALYSIS OF COMPUTER-SIMULATION MODELS BY THE SCORE FUNCTION-METHOD, European journal of operational research, 88(3), 1996, pp. 413-427
Citations number
25
Categorie Soggetti
Management,"Operatione Research & Management Science
Journal title
European journal of operational research → ACNP
ISSN journal
03772217
Volume
88
Issue
3
Year of publication
1996
Pages
413 - 427
Database
ISI
SICI code
0377-2217(1996)88:3<413:OASAOC>2.0.ZU;2-Y
Abstract
This paper surveys some recent results on the score function (SF) meth od. This method is suitable for performance evaluation, sensitivity an alysis, and optimization of complex discrete-event systems such as non -Markovian queueing systems.