Optimization and sensitivity analysis of computer simulation models by the score function method

Optimization and sensitivity analysis of computer simulation models by the score function method

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Article ID: iaor19982494
Country: Netherlands
Volume: 88
Issue: 3
Start Page Number: 413
End Page Number: 427
Publication Date: Feb 1996
Journal: European Journal of Operational Research
Authors: ,
Keywords: statistics: experiment, optimization, queues: theory
Abstract:

This paper surveys some recent results on the score function (SF) method. This method is suitable for performance evaluation, sensitivity analysis, and optimization of complex discrete-event systems such as non-Markovian queueing systems.

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