Stochastic Simulation Optimization for Discrete Event Systems

Perturbation Analysis, Ordinal Optimization, and Beyond

Nonfiction, Science & Nature, Technology, Industrial Design, Mathematics
Cover of the book Stochastic Simulation Optimization for Discrete Event Systems by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee ISBN: 9789814513029
Publisher: World Scientific Publishing Company Publication: July 4, 2013
Imprint: WSPC Language: English
Author: Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
ISBN: 9789814513029
Publisher: World Scientific Publishing Company
Publication: July 4, 2013
Imprint: WSPC
Language: English

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a “hard nut to crack”. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

Contents:

  • Part I: Perturbation Analysis:

    • The IPA Calculus for Hybrid Systems
    • Smoothed Perturbation Analysis: A Retrospective and Prospective Look
    • Perturbation Analysis and Variance Reduction in Monte Carlo Simulation
    • Adjoints and Averaging
    • Infinitesimal Perturbation Analysis and Optimization Algorithms
    • Simulation-based Optimization of Failure-prone Continuous Flow Lines
    • Perturbation Analysis, Dynamic Programming, and Beyond
  • Part II: Ordinal Optimization:

    • Fundamentals of Ordinal Optimization
    • Optimal Computing Budget Allocation Framework
    • Nested Partitions
    • Applications of Ordinal Optimization

Readership: Professionals in industrial and systems engineering, graduate reference for probability & statistics, stochastic analysis and general computer science, and research.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportation, healthcare, call centers, and financial engineering. However, due to their complexities that often involve millions or even billions of events with many variables and constraints, modeling these stochastic simulations has long been a “hard nut to crack”. The advance in available computer technology, especially of cluster and cloud computing, has paved the way for the realization of a number of stochastic simulation optimization for complex discrete event systems. This book will introduce two important techniques initially proposed and developed by Professor Y C Ho and his team; namely perturbation analysis and ordinal optimization for stochastic simulation optimization, and present the state-of-the-art technology, and their future research directions.

Contents:

Readership: Professionals in industrial and systems engineering, graduate reference for probability & statistics, stochastic analysis and general computer science, and research.

More books from World Scientific Publishing Company

Cover of the book A Lady Mathematician in this Strange Universe: Memoirs by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Compendium of In Vivo Monitoring in Real-Time Molecular Neuroscience by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Luttinger Model by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Political Science Research Methods by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Arbitrage, Credit and Informational Risks by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Annual Analysis of Competitiveness, Simulation Studies and Development Perspective for 34 Greater China Economies: 20002010 by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Wireless Sensor and Robot Networks by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Healthcare Policies and Systems in Europe and China by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Uncertainty Modelling in Knowledge Engineering and Decision Making by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Advances in Data Envelopment Analysis by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Quest for the Origin of Particles and the Universe by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Merchants, Bankers, Governors by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Theoretical and Computational Aspects of Magnetic Organic Molecules by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Bargaining in the Shadow of the Market by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
Cover of the book Dynamic Networks and Cyber-Security by Chun-Hung Chen, Qing-Shan Jia, Loo Hay Lee
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy