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Author:   Yu-Chi (Larry) Ho ,  Xi-Ren Cao
Publisher:   Springer
Imprint:   Springer
Edition:   1991 ed.
Volume:   145
Dimensions:   Width: 15.50cm , Height: 2.50cm , Length: 23.50cm
Weight:   1.830kg
ISBN:  

9780792391746

ISBN 10:   0792391748
Pages:   433
Publication Date:   30 June 1991
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

1. Introduction to Discrete Event Dynamic Systems.- 1.1 Introduction.- 1.2 Models of DEDS.- 2. Introduction to Perturbation Analysis.- 2.1 Notations.- 2.2 A Short History of the Perturbation Analysis Development.- 3. Informal Treatment of the Infinitesimal Perturbation Analysis (IPA) 2.- 3.1 The Basic Idea.- 3.2 Single Class Queueing Networks.- 3.3 A GSMP Formalism for IPA.- 3.4 Realization Ratios.- 3.5 The GI/G/1 Queue.- 3.6 Load Dependent Server and IPA.- 3.7 Remarks about PA.- 4. Foundation of Infinitesimal Perturbation Analysis.- 4.1 Sample Derivative and Interchangeability.- 4.2 Perturbation Analysis for Closed Jackson Network.- 4.3 Realization and Sensitivity Analysis.- 4.4 Sensitivity Analysis of Networks with General Service Distributions.- 4.5 IPA Estimates of the M/G/1 and GI/G/1 Queue.- 4.6 Some Technical Proofs.- 5. Extensions of IPA.- 5.1 System Representation and PA.- 5.2 Another Sufficient Condition for Interchangeability.- 5.3 Routing Probability Sensitivity.- 5.4 The Multiclass M/G/1 Queue and Networks.- 5.5 Smoothed Perturbation Analysis (SPA).- 6. Finite Perturbation Analysis.- 6.1 The Idea of “Cut-and-Paste”.- 6.2 The State Matching vs. Event Matching Algorithms.- 6.3 “Cut-and-Paste” as a Generalization of the Rejection Method.- 6.4 First Order Propagation Rules and Approximate EPA.- 7. General Sensitivity Analysis.- 7.1 Efficient Sample Path Generation.- 7.2 Trajectory Projection and State Augmentation.- 7.3 The Likelihood Ratio Approach.- 8. Aggregation, Decomposition, and Equivalence.- 8.1 Equivalent Server and Aggregation.- 8.2 Perturbation Analysis on Aggregated Systems and Aggregated PA.- 8.3 Aggregation and Decomposition of Markov Chains.- 8.4 Decomposition via the A-Segment Algorithm for very Large Markov Chains.- Appendix A. Elementsof Queueing Theory.- Appendix B. elements of Discrete Event Simulation.- Appendix C. Elements of Optimization and Control Theory 3.- Appendix D. A Simple Illustrative Example of the Different Models of DEDS.- Appendix E. A Sample Program of Perturbation Analysis.- References.

Reviews

' The book is strongly recommended for graduate students who have had courses in linear algebra, multivariate calculus and a first course in probability theory and stochastic process; as also for practitioners of operations research, engineering and applied mathematicians. ' Indian Journal of Technology October 1992

'The book is strongly recommended for graduate students who have had courses in linear algebra, multivariate calculus and a first course in probability theory and stochastic process; as also for practitioners of operations research, engineering and applied mathematicians.' Indian Journal of Technology October 1992

' The book is strongly recommended for graduate students who have had courses in linear algebra, multivariate calculus and a first course in probability theory and stochastic process; as also for practitioners of operations research, engineering and applied mathematicians. ' Indian Journal of Technology October 1992

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