Library

feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Title: Perturbation analysis of discrete event dynamic systems; 145
    Author: Ho, Yu-Chi
    Contributer: Cao, Xi-Ren
    Publisher: Boston u.a. :Kluwer,
    Year of publication: 1991
    Pages: 433 S.
    Series Statement: ¬The¬ Kluwer International Series in Engineering and Computer Science 145
    Type of Medium: Book
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 2
    Book
    Book
    Waltham, Mass. [u.a.] :Ginn,
    Title: Applied optimal control /
    Author: Bryson, Arthur E.
    Contributer: Ho, Yu-Chi
    Publisher: Waltham, Mass. [u.a.] :Ginn,
    Year of publication: 1969
    Pages: 481 S. : , graph. Darst. ; , 24 cm
    Type of Medium: Book
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Discrete event dynamic systems 10 (2000), S. 199-199 
    ISSN: 1573-7594
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Discrete event dynamic systems 9 (1999), S. 5-5 
    ISSN: 1573-7594
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Discrete event dynamic systems 5 (1995), S. 281-301 
    ISSN: 1573-7594
    Keywords: discrete event dynamic system ; ordinal optimization ; rare event probability problem ; surrogate problem
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper we introduce a new approach to rare event simulation. Because of the extensive simulation required for precise estimation of performance criterion dependent on rare event occurrences, obstacles such as computing budget/time constraints and pseudo-random number generator limitations can become prohibitive, particularly if comparative study of different system designs is involved. Existing methods for rare events simulation have focused on simulation budget reduction while attempting to generate accurate performance estimates. In this paper we propose a new approach for rare events system analysis in which we relax the simulation goal to the isolation of a set of “good enough” designs with high probability. Given this relaxation, referred to as ordinal optimization and advanced by Ho et al. (1992), this paper's approach calls instead for the consideration of an appropriate surrogate design problem This surrogate problem is characterized by its approximate ordinal equivalence to the original problem and its performance criterion's dependence not on rare event occurrences, but on more frequent events. Evaluation of such a surrogate problem under the relaxed goals of ordinal optimization has experimentally resulted in orders of magnitude reduction in simulation burden.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 9 (1972), S. 24-31 
    ISSN: 1573-2878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The explicit feedback control law for the singular linear-quadratic-gaussian stochastic control problem is derived. The interesting implication of the control law in terms of information pattern is discussed.
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Discrete event dynamic systems 6 (1996), S. 219-220 
    ISSN: 1573-7594
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Type of Medium: Electronic Resource
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...