?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.relation=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4141%2F&rft.title=Sample-Path+Optimization+in+Simulation&rft.creator=Guerkan%2C+G.&rft.creator=Oezge%2C+A.Y.&rft.creator=Robinson%2C+S.M.&rft.description=This+paper+summarizes+information+about+a+method%2C+called+sample-path+optimization%2C+for+optimizing+performance+functions+in+certain+stochastic+systems+that+can+be+modeled+by+simulation.+We+explain+the+method%2C+give+conditions+under+which+it+converges%2C+and+display+some+sample+calculations+that+indicate+how+it+performs.+We+also+describe+briefly+some+more+extensive+numerical+experiments+on+large+systems+(PERT+networks+with+up+to+110+stochastic+arcs%2C+and+tandem+production+lines+with+up+to+50+machines).+Details+of+these+experiments+are+reported+elsewhere%3B+we+give+references+to+this+and+other+related+work.+We+conclude+with+some+currently+unanswered+questions.&rft.publisher=WP-94-070&rft.date=1994-07&rft.type=Monograph&rft.type=NonPeerReviewed&rft.format=text&rft.language=en&rft.identifier=https%3A%2F%2Fpure.iiasa.ac.at%2Fid%2Feprint%2F4141%2F1%2FWP-94-070.pdf&rft.identifier=++Guerkan%2C+G.%2C+Oezge%2C+A.Y.%2C+%26+Robinson%2C+S.M.++(1994).++Sample-Path+Optimization+in+Simulation.+++IIASA+Working+Paper.+IIASA%2C+Laxenburg%2C+Austria%3A+WP-94-070+++++