DocumentCode
1802643
Title
Response Gradient Estimation using Mathematical Programming Models of Discrete-Event System Sample Paths
Author
Chan, Wai Kin Victor ; Schruben, Lee W.
Author_Institution
Dept. of Decision Sci. & Eng. Syst., Rensselaer Polytech. Inst., Troy, NY
fYear
2006
fDate
3-6 Dec. 2006
Firstpage
272
Lastpage
278
Abstract
This paper illustrates the use of mathematical programming in computing gradient estimators. Consistency property of these estimators is established under the usual assumptions for IPA gradient estimator consistency. A finite difference tolerance limit is introduced. For complex discrete-event systems, more concise linear programming representations are developed. These new representations provide a direct way of calculating gradient estimates
Keywords
discrete event systems; gradient methods; mathematical programming; discrete-event system sample paths; finite difference tolerance; linear programming; mathematical programming models; response gradient estimation; Algorithm design and analysis; Analytical models; Computational modeling; Discrete event simulation; Discrete event systems; Dynamic programming; Finite difference methods; Linear programming; Mathematical model; Mathematical programming;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2006. WSC 06. Proceedings of the Winter
Conference_Location
Monterey, CA
Print_ISBN
1-4244-0500-9
Electronic_ISBN
1-4244-0501-7
Type
conf
DOI
10.1109/WSC.2006.323083
Filename
4117615
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