Title :
Using Uniformization for Derivative Estimation in Simulation
Author_Institution :
Department of Manufacturing Engineering, Boston University, Boston MA. 02215
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;
Conference_Titel :
American Control Conference, 1990
Conference_Location :
San Diego, CA, USA
