| 청구기호 |
QA76.9.M35 |
| 판사항 |
1st ed. 1997.
|
| 형태사항 |
XV, 399 p. online resource.
|
| 총서명 |
The Springer International Series in Engineering and Computer Science, 0893-3405 ; 392
|
| 언어 |
English |
| 내용 |
1 Introduction -- 1.1 Derivatives of Random Variables -- 1.2 Infinitesimal Perturbation Analysis -- 1.3 The Role of Representations -- 1.4 Basic Theoretical Tools -- 1.5 Derivatives of Measures -- 1.6 A Simple Illustrative Example -- 1.7 Two Views of Conditioning -- 1.8 A Brief Perturbation Analysis Lexicon -- 1.9 Summary -- 2 Three Extended Examples -- 2.1 Renewal Process -- 2.2 Single-Server Queue -- 2.3 (s, S) Inventory System -- 2.4 Summary -- 3 Conditional Monte Carlo Gradient Estimation -- 3.1 The GSMP Framework -- 3.2 Infinitesimal Perturbation Analysis -- 3.3 Gradient Estimation via Conditioning -- 3.4 Discontinuous Performance Measures -- 3.5 Other Stopping Times -- 3.6 Long-Run Average Performance Measures -- 3.7 Higher Order Derivative Estimators -- 4 Links to Other Settings -- 4.1 Special Cases -- 4.2 An Alternative Characterization -- 4.3 Likelihood Ratio Method -- 4.4 Rare Perturbation Analysis -- 4.5 Weak Derivatives -- 4.6 Discontinuous Perturbation Analysis -- 4.7 Augmented Infinitesimal Perturbation Analysis -- 4.8 Likelihood Ratio Method via Conditioning -- 5 Synopsis and Preview -- 5.1 Summary of Main Results -- 5.2 Efficient Implementation -- 5.3 Gradient-Based Optimization -- 5.4 Preview of Applications -- 6 Queueing Systems -- 6.1 Single Queue Notation -- 6.2 Timing Parameters -- 6.3 Discontinuous Performance Measures -- 6.4 Finite Capacity Queue -- 6.5 Priority Queue -- 6.6 Multiple Servers Second Derivative -- 6.7 Multiple Non-Identical Servers -- 6.8 The Routing Problem -- 6.9 Other Threshold-Based Parameters -- 6.10 An Optimization Example -- 6.11 Multi-Class Queueing Network -- 7 (s, S) Inventory Systems -- 7.1 Standard Periodic Review Model -- 7.2 Service Level Performance Measures -- 7.3 Hybrid Periodic Review Model -- 8 Other Applications -- 8.1 A Component Replacement Problem -- 8.2 Pricing of Financial Derivatives -- 8.3 Design of Control Charts -- References.
|
| 주제 |
Computer science-Mathematics.
Probabilities.
System theory.
Calculus of variations.
Discrete Mathematics in Computer Science. --https://scigraph.springernature.com/ontologies/product-market-codes/I17028
Probability Theory and Stochastic Processes. --https://scigraph.springernature.com/ontologies/product-market-codes/M27004
Systems Theory, Control. --https://scigraph.springernature.com/ontologies/product-market-codes/M13070
Calculus of Variations and Optimal Control; Optimization. --https://scigraph.springernature.com/ontologies/product-market-codes/M26016
|
| 보유판 및 특별호 저록 |
Springer Nature eBook
Printed edition: 9781461378891
Printed edition: 9780792398738
Printed edition: 9781461562948
|
| ISBN |
9781461562931 |
| 기타 표준번호 |
10.1007/978-1-4615-6293-1 |
| QR CODE |
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