DocumentCode
488288
Title
Using Uniformization for Derivative Estimation in Simulation
Author
Vakili, Pirooz
Author_Institution
Department of Manufacturing Engineering, Boston University, Boston MA. 02215
fYear
1990
fDate
23-25 May 1990
Firstpage
1034
Lastpage
1039
Abstract
Using uniformization procedure, two classes of performance derivative estimation algorithms are defined for discrete-event systems that can be modeled as continuous time Markov chains.
Keywords
Discrete event systems; Finite difference methods; Manufacturing processes; Optimization; Probability; Random variables; Sensitivity analysis; State-space methods; Timing; Virtual manufacturing;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1990
Conference_Location
San Diego, CA, USA
Type
conf
Filename
4790896
Link To Document