Sample-path-based continuous and discrete optimization of discrete event systems: From gradient estimation to “rapid learning”
作者： Christos G. Cassandras
DOI: 10.1007/BFB0033570
关键词:
摘要:
springer.com
sci-hub.se 参考文章(19)
Peter W. Glynn, Likelilood ratio gradient estimation: an overview winter simulation conference. pp. 366- 375 ,(1987) , 10.1145/318371.318612
Pirooz Vakili, Using a standard clock technique for efficient simulation Operations Research Letters. ,vol. 10, pp. 445- 452 ,(1991) , 10.1016/0167-6377(91)90021-G
C.G. Cassandras, S.G. Strickland, On-line sensitivity analysis of Markov chains IEEE Transactions on Automatic Control. ,vol. 34, pp. 76- 86 ,(1989) , 10.1109/9.8651
Y. C. Ho, R. S. Sreenivas, P. Vakili, Ordinal Optimization of DEDS Discrete Event Dynamic Systems. ,vol. 2, pp. 61- 88 ,(1992) , 10.1007/BF01797280
C.G. Cassandras, S.G. Strickland, Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes IEEE Transactions on Automatic Control. ,vol. 34, pp. 1026- 1037 ,(1989) , 10.1109/9.35272
Liyi Dai, Yu-Chi Ho, Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems IEEE Transactions on Automatic Control. ,vol. 40, pp. 1154- 1166 ,(1995) , 10.1109/9.400495
Gang Bao, C.G. Cassandras, First and second derivative estimators for closed Jackson-like queueing networks using perturbation analysis techniques conference on decision and control. pp. 698- 703 ,(1993) , 10.1109/CDC.1993.325059
Richard M. Fujimoto, Parallel discrete event simulation Communications of the ACM. ,vol. 33, pp. 30- 53 ,(1990) , 10.1145/84537.84545
P. Glasserman, W.-B. Gong, Smoothed perturbation analysis for a class of discrete-event systems IEEE Transactions on Automatic Control. ,vol. 35, pp. 1218- 1230 ,(1990) , 10.1109/9.59807
C.G. Cassandras, J.-I. Lee, Y.-C. Ho, Efficient parametric analysis of performance measures for communication networks IEEE Journal on Selected Areas in Communications. ,vol. 8, pp. 1709- 1722 ,(1990) , 10.1109/49.62857