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Annals of Operations Research, Volume 39
Volume 39, Number 1, 1992
- Yuri M. Ermoliev, Alexei A. Gaivoronski:
Stochastic quasigradient methods for optimization of discrete event systems. 1-39 - Paul Glasserman:
Smoothing complements and randomized score functions. 41-67 - Gerd Infanger:
Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs. 69-95 - Joseph Kreimer, Reuven Y. Rubinstein:
Nondifferentiable optimization via smooth approximation: General analytical approach. 97-119 - Pierre L'Ecuyer
:
Convergence rates for steady-state derivative estimators. 121-136 - Yuval Lirov, Benjamin Melamed:
Distributed expert systems for queueing network capacity planning. 137-155 - Don L. McLeish, S. Rollans:
Conditioning for variance reduction in estimating the sensitivity of simulations. 157-172 - Georg Ch. Pflug
Gradient estimates for the performance of markov chains and discrete event processes. 173-194 - Reuven Y. Rubinstein:
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks. 195-227 - Reuven Y. Rubinstein:
Sensitivity analysis of discrete event systems by the "push out" method. 229-250 - Stanislav P. Uryasev
A stochastic quasigradient algorithm with variable metric. 251-267 - Yorai Wardi, Michelle Hruby Kallmes, Christos G. Cassandras, Wei-Bo Gong:
Smoothed perturbation analysis algorithms for estimating the derivatives of occupancy-related functions in serial queueing networks. 269-293
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