Optimization and sensitivity analysis of computer simulation models by the score function method. (English) Zbl 0911.90166
Summary: 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.
MSC:
| 90B22 | Queues and service in operations research |
| 65C20 | Probabilistic models, generic numerical methods in probability and statistics |
Keywords:
experimental design; simulation; score function method; performance evaluation; sensitivity analysis; complex discrete-event systems; non-Markovian queueing systemsReferences:
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