Simulating Stable Stochastic Systems. VII. Selecting Best System

Simulating Stable Stochastic Systems. VII. Selecting Best System PDF Author: Donald L. Iglehart
Publisher:
ISBN:
Category :
Languages : en
Pages : 31

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Book Description
In this paper the author continues the study of the regenerative method for analyzing simulations of stable stochastic systems. Methods are proposed here for selecting the best system from among k systems according to a prescribed criterion function.

Simulating Stable Stochastic Systems. VII. Selecting Best System

Simulating Stable Stochastic Systems. VII. Selecting Best System PDF Author: Donald L. Iglehart
Publisher:
ISBN:
Category :
Languages : en
Pages : 31

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Book Description
In this paper the author continues the study of the regenerative method for analyzing simulations of stable stochastic systems. Methods are proposed here for selecting the best system from among k systems according to a prescribed criterion function.

Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method PDF Author: Reuven Y. Rubinstein
Publisher: John Wiley & Sons
ISBN: 0470317221
Category : Mathematics
Languages : en
Pages : 308

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Book Description
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

Regenerative Stochastic Simulation

Regenerative Stochastic Simulation PDF Author: Gerald S. Shedler
Publisher: Elsevier
ISBN: 0080925723
Category : Mathematics
Languages : en
Pages : 412

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Book Description
Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.* Develops probabilistic methods for simulation of discrete-event stochastic systems* Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes* Includes engineering applications of discrete-even simulation to computer, communication, manufacturing, and transportation systems* Focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process* Unique approach to simulation, with heavy emphasis on stochastic modeling* Includes engineering applications for computer, communication, manufacturing, and transportation systems

Simulating Stable Stochastic Systems, III: Regenerative Processes and Discrete Event Simulations

Simulating Stable Stochastic Systems, III: Regenerative Processes and Discrete Event Simulations PDF Author: Michael A. Crane
Publisher:
ISBN:
Category :
Languages : en
Pages : 30

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Book Description
An earlier developed technique for analyzing simulations of GI/G/S queues and Markov chains is shown to apply to discrete-event simulations which can be modeled as regenerative processes. It is possible to address questions of simulation run duration and of starting and stopping simulations because of the existence of a random grouping of observations which produces independent identically distributed blocks in the course of the simulation. This grouping allows one to obtain confidence intervals for a general function of the steady-state distribution of the process being simulated and for the asymptotic cost per unit time. The technique is illustrated with a simulation of a retail inventory distribution system. (Author).

Handbook of Industrial Engineering

Handbook of Industrial Engineering PDF Author: Gavriel Salvendy
Publisher: John Wiley & Sons
ISBN: 9780471330578
Category : Business & Economics
Languages : en
Pages : 2846

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Book Description
Unrivaled coverage of a broad spectrum of industrial engineering concepts and applications The Handbook of Industrial Engineering, Third Edition contains a vast array of timely and useful methodologies for achieving increased productivity, quality, and competitiveness and improving the quality of working life in manufacturing and service industries. This astoundingly comprehensive resource also provides a cohesive structure to the discipline of industrial engineering with four major classifications: technology; performance improvement management; management, planning, and design control; and decision-making methods. Completely updated and expanded to reflect nearly a decade of important developments in the field, this Third Edition features a wealth of new information on project management, supply-chain management and logistics, and systems related to service industries. Other important features of this essential reference include: * More than 1,000 helpful tables, graphs, figures, and formulas * Step-by-step descriptions of hundreds of problem-solving methodologies * Hundreds of clear, easy-to-follow application examples * Contributions from 176 accomplished international professionals with diverse training and affiliations * More than 4,000 citations for further reading The Handbook of Industrial Engineering, Third Edition is an immensely useful one-stop resource for industrial engineers and technical support personnel in corporations of any size; continuous process and discrete part manufacturing industries; and all types of service industries, from healthcare to hospitality, from retailing to finance. Of related interest . . . HANDBOOK OF HUMAN FACTORS AND ERGONOMICS, Second Edition Edited by Gavriel Salvendy (0-471-11690-4) 2,165 pages 60 chapters "A comprehensive guide that contains practical knowledge and technical background on virtually all aspects of physical, cognitive, and social ergonomics. As such, it can be a valuable source of information for any individual or organization committed to providing competitive, high-quality products and safe, productive work environments."-John F. Smith Jr., Chairman of the Board, Chief Executive Officer and President, General Motors Corporation (From the Foreword)

Algorithmic Methods in Probability

Algorithmic Methods in Probability PDF Author: Marcel F. Neuts
Publisher: North-Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 316

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Book Description
Numerical fourier inversion; Computation of stationary measures for infinete Markov chains; Approximating percentage points of statistics expressible as maxima; Simulating stable stochastic systems, selecting the best system; Allowance for correlation in setting simulation run-length via ranking-and selection procedures; Computational experience with some nonlinear optimization algorithms in deriving maximum likelihood estimates for the three-parameter weibull distribution; A bayesian algorithm incorporating inspector errors for quality control and auditing; Statistical inferences for a stochastic epidemic model proposed; Numerical methods in separable queueing networks; Numerical methods applicable to a production line with stochastic servers; A recursivealgorithm for computing serial correlations of time in an M/G/1 Queue; Algorithms for the waiting times distributions under various queue disciplines in the M/G/1 queue with service time distributions of phase type; The steady-state solution of a heterogenous-server queue with Erlang service time.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 740

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Book Description


A New Approach to Simulating Stable Stochastic Systems: 1 - General Multi-Server Queues

A New Approach to Simulating Stable Stochastic Systems: 1 - General Multi-Server Queues PDF Author: Michael A. Crane
Publisher:
ISBN:
Category :
Languages : en
Pages : 46

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Book Description
A new technique is introduced for analyzing simulations of stochastic systems in the steady state. From the viewpoint of classical statistics, questions of simulation run duration and of starting and stopping simulations are addressed. This is possible because of the existence of a random grouping of observations which produces independent identically distributed blocks from the start of the simulation. The analysis is presented in the context of the general multi-server queue, with arbitrarily distributed inter-arrival and service times. In this case, it is the busy period structure of the system which produces the grouping mentioned above. Numerical illustrations are given for the M/M/1 queue.

Proceedings of the ... Winter Simulation Conference

Proceedings of the ... Winter Simulation Conference PDF Author:
Publisher:
ISBN:
Category : Digital computer simulation
Languages : en
Pages : 1114

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Simulation Using GPSS on Micros & Mainframes

Simulation Using GPSS on Micros & Mainframes PDF Author:
Publisher:
ISBN:
Category : Digital computer simulation
Languages : en
Pages : 500

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Book Description