haku: @author Johnson, M. E. / yhteensä: 2
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Tekijä:Johnson, M. E.
Jackman, J.
Otsikko:Infinitesimal perturbation analysis: a tool for simulation
Lehti:Journal of the Operational Research Society
1989 : MAR, VOL. 40:3, p. 243-254
Asiasana:SENSITIVITY ANALYSIS
ALGORITHMS
SIMULATION
PROGRAMMING LANGUAGES
Kieli:eng
Tiivistelmä:Perturbation analysis is a technique that expedites the process by performing several experiments. This makes it possible to derive sensitivity estimates. Infinitesimal perturbation analysis is the simplest and most restrictive class of the perturbation analysis family of algorithms. The techniques used in this analysis are examined. Experimental results for serial transfer lines are presented. For each studied case, the analysis algorithm is discussed in detail, with comments concerning the implementation requirements for a general-purpose simulation language. The problems of incorporating such a technique into general-purpose simulation language are discussed.
SCIMA tietueen numero: 74459
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