Perturbation Analysis of Production Networks

作者: Paul Glasserman

DOI: 10.1007/978-1-4612-2670-3_6

关键词:

摘要: This chapter treats the problem of evaluating sensitivity performance measures to changes in system parameters for a class stochastic models. The technique presented, called perturbation analysis, evaluates sensitivities from sample paths, based either on simulation or real data.

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