eprintid: 4141
rev_number: 20
eprint_status: archive
userid: 351
dir: disk0/00/00/41/41
datestamp: 2016-01-15 02:04:16
lastmod: 2021-08-27 17:14:51
status_changed: 2016-01-15 02:04:16
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Guerkan, G.
creators_name: Oezge, A.Y.
creators_name: Robinson, S.M.
title: Sample-Path Optimization in Simulation
ispublished: pub
internal_subjects: iis_met
internal_subjects: iis_mod
divisions: prog_opt
abstract: This paper summarizes information about a method, called sample-path optimization, for optimizing performance functions in certain stochastic systems that can be modeled by simulation. We explain the method, give conditions under which it converges, 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, and tandem production lines with up to 50 machines). Details of these experiments are reported elsewhere; we give references to this and other related work. We conclude with some currently unanswered questions.
date: 1994-07
date_type: published
publisher: WP-94-070
iiasapubid: WP-94-070
price: 10
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 11
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Guerkan, G., Oezge, A.Y., & Robinson, S.M.  (1994).  Sample-Path Optimization in Simulation.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-070     
document_url: https://pure.iiasa.ac.at/id/eprint/4141/1/WP-94-070.pdf