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Sensitivity analysis of discrete event systems with autocorrelated inputs

Authors:

Benjamin Melamed,

Reuven Y. RubinsteinAuthors Info & Claims

WSC '92: Proceedings of the 24th conference on Winter simulation

Pages 521 - 528

https://doi.org/10.1145/167293.167633

Published: 01 December 1992 Publication History

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Cited By

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Kriman V(2007) Analysis of the sensitivity of the GI / GI / m / B Queue to Buffer Size: The Score Function Method Communications in Statistics. Stochastic Models10.1080/1532634950880733711:1(171-194)Online publication date: 21-Mar-2007
https://doi.org/10.1080/15326349508807337
Asmussen SMelamed B(1994)Regenerative simulation of TES processesActa Applicandae Mathematicae10.1007/BF0099426834:1-2(237-260)Online publication date: Feb-1994
https://doi.org/10.1007/BF00994268

Index Terms

Sensitivity analysis of discrete event systems with autocorrelated inputs
1. Computing methodologies
  1. Modeling and simulation
    1. Model development and analysis
      1. Model verification and validation
    2. Simulation types and techniques
      1. Discrete-event simulation
2. Mathematics of computing
  1. Probability and statistics
    1. Probabilistic reasoning algorithms
      1. Markov-chain Monte Carlo methods
      2. Sequential Monte Carlo methods

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WSC '92: Proceedings of the 24th conference on Winter simulation

December 1992

1410 pages

ISBN:0780307984

DOI:10.1145/167293

Chairman:
Robert C. Crain
Wolverine Software Corporation, Annandale, VA

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

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Published: 01 December 1992

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WSC90: 1990 Winter Simulation Conference

December 13 - 16, 1992

Virginia, Arlington, USA

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Kriman V(2007) Analysis of the sensitivity of the GI / GI / m / B Queue to Buffer Size: The Score Function Method Communications in Statistics. Stochastic Models10.1080/1532634950880733711:1(171-194)Online publication date: 21-Mar-2007
https://doi.org/10.1080/15326349508807337
Asmussen SMelamed B(1994)Regenerative simulation of TES processesActa Applicandae Mathematicae10.1007/BF0099426834:1-2(237-260)Online publication date: Feb-1994
https://doi.org/10.1007/BF00994268

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Event Tracking for Real-Time Unaware Sensitivity Analysis (EventTracker)

Efficient stochastic sensitivity analysis of discrete event systems

Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs

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Event Tracking for Real-Time Unaware Sensitivity Analysis (EventTracker)

Efficient stochastic sensitivity analysis of discrete event systems

Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs

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