Titlebook: Simulation and Optimization; Proceedings of the I Georg Pflug,Ulrich Dieter Conference proceedings 1992 Springer-Verlag Berlin Heidelberg 1

延期

JEER

粗糙

推延

SKIFF

0075-8442 th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA‘s

neutrophils

Performance evaluation for the score function method in sensitivity analysis and stochastic optimiza heavy traffic (diffusion) approximations for the sensitivity and the variances of the associated simulation estimators, and discuss how to choose a ‘good’ reference system (if any) in order to obtain reasonably good SF estimators.

indigenous

花爭吵

Stochastic Approximation Via Averaging: The Polyak’s Approach Revisiteded sequence. Under rather weak conditions, we show that the algorithm via averaging is an efficient approach in that it provides us with the optimal convergence speed. In addition, no prewhitening filters are needed.

COLON

COMA

Experimental Results for Gradient Estimation and Optimization of a Markov Chain in Steady-Statent of a performance measure with respect to continuous parameters in dynamic stochastic systems. In this paper, we experiment with the use of these estimators in stochastic approximation algorithms, to perform so-called “single-run optimizations” of steady-state systems, as suggested in [23]. We als