Discrete event systems : Sensitivity Analysis and Stochastic Optimization by the Score Function Method / Reuven Y. Rubinstein, Alexander Shapiro |
Autore | Rubinstein, Reuven Y. |
Pubbl/distr/stampa | Chichester (UK) : John Wiley, c1993 |
Descrizione fisica | xv, 334 p. ; 24 cm |
Disciplina | 003.83 |
Soggetto non controllato |
Teoria dei sistemi
Sistemi del tempo discreto |
ISBN | 0-471-93419-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990001329430403321 |
Rubinstein, Reuven Y. | ||
Chichester (UK) : John Wiley, c1993 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Fast sequential Monte Carlo methods for counting and optimization / / Reuven Rubinstein, Ad Ridder, Radislav Vaisman |
Autore | Rubinstein Reuven Y |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2014] |
Descrizione fisica | 1 online resource (208 p.) |
Disciplina | 518/.282 |
Altri autori (Persone) |
RidderAd <1955->
VaismanRadislav |
Collana | Wiley series in probability and statistics |
Soggetto topico |
Mathematical optimization
Monte Carlo method |
ISBN |
1-118-61235-3
1-118-61232-9 1-118-61231-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Title Page; Contents; Preface; Chapter 1 Introduction to Monte Carlo Methods; Chapter 2 Cross-Entropy Method; 2.1. Introduction; 2.2. Estimation of Rare-Event Probabilities; 2.3. Cross-Entrophy Method for Optimization; 2.3.1. The Multidimensional 0/1 Knapsack Problem; 2.3.2. Mastermind Game; 2.3.3. Markov Decision Process and Reinforcement Learning; 2.4. Continuous Optimization; 2.5. Noisy Optimization; 2.5.1. Stopping Criterion; Chapter 3 Minimum Cross-Entropy Method; 3.1. Introduction; 3.2. Classic MinxEnt Method; 3.3. Rare Events and MinxEnt; 3.4. Indicator MinxEnt Method
3.4.1. Connection between CE and IME3.5. IME Method for Combinatorial Optimization; 3.5.1. Unconstrained Combinatorial Optimization; 3.5.2. Constrained Combinatorial Optimization: The Penalty Function Approach; Chapter 4 Splitting Method for Counting and Optimization; 4.1. Background; 4.2. Quick Glance at the Splitting Method; 4.3. Splitting Algorithm with Fixed Levels; 4.4. Adaptive Splitting Algorithm; 4.5. Sampling Uniformly on Discrete Regions; 4.6. Splitting Algorithm for Combinatorial Optimization; 4.7. Enhanced Splitting Method for Counting; 4.7.1. Counting with the Direct Estimator 4.7.2. Counting with the Capture-Recapture Method4.8. Application of Splitting to Reliability Models; 4.8.1. Introduction; 4.8.2. Static Graph Reliability Problem; 4.8.3. BMC Algorithm for Computing S(Y); 4.8.4. Gibbs Sampler; 4.9. Numerical Results with the Splitting Algorithms; 4.9.1. Counting; 4.9.2. Combinatorial Optimization; 4.9.3. Reliability Models; 4.10. Appendix: Gibbs Sampler; Chapter 5 Stochastic Enumeration Method; 5.1. Introduction; 5.2. OSLA Method and Its Extensions; 5.2.1. Extension of OSLA: nSLA Method; 5.2.2. Extension of OSLA for SAW: Multiple Trajectories; 5.3. SE Method 5.3.1. SE Algorithm5.4. Applications of SE; 5.4.1. Counting the Number of Trajectories in a Network; 5.4.2. SE for Probabilities Estimation; 5.4.3. Counting the Number of Perfect Matchings in a Graph; 5.4.4. Counting SAT; 5.5. Numerical Results; 5.5.1. Counting SAW; 5.5.2. Counting the Number of Trajectories in a Network; 5.5.3. Counting the Number of Perfect Matchings in a Graph; 5.5.4. Counting SAT; 5.5.5. Comparison of SE with Splitting and SampleSearch; Appendix A Additional Topics; A.1. Combinatorial Problems; A.1.1. Counting; A.1.2. Combinatorial Optimization; A.2. Information A.2.1. Shannon EntropyA.2.2. Kullback-Leibler Cross-Entropy; A.3. Efficiency of Estimators; A.3.1. Complexity; A.3.2. Complexity of Randomized Algorithms; Bibliography; Abbreviations and Acronyms; List of Symbols; Index; Series Page |
Record Nr. | UNINA-9910139030003321 |
Rubinstein Reuven Y | ||
Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2014] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Fast sequential Monte Carlo methods for counting and optimization / / Reuven Rubinstein, Ad Ridder, Radislav Vaisman |
Autore | Rubinstein Reuven Y |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2014] |
Descrizione fisica | 1 online resource (208 p.) |
Disciplina | 518/.282 |
Altri autori (Persone) |
RidderAd <1955->
VaismanRadislav |
Collana | Wiley series in probability and statistics |
Soggetto topico |
Mathematical optimization
Monte Carlo method |
ISBN |
1-118-61235-3
1-118-61232-9 1-118-61231-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Title Page; Contents; Preface; Chapter 1 Introduction to Monte Carlo Methods; Chapter 2 Cross-Entropy Method; 2.1. Introduction; 2.2. Estimation of Rare-Event Probabilities; 2.3. Cross-Entrophy Method for Optimization; 2.3.1. The Multidimensional 0/1 Knapsack Problem; 2.3.2. Mastermind Game; 2.3.3. Markov Decision Process and Reinforcement Learning; 2.4. Continuous Optimization; 2.5. Noisy Optimization; 2.5.1. Stopping Criterion; Chapter 3 Minimum Cross-Entropy Method; 3.1. Introduction; 3.2. Classic MinxEnt Method; 3.3. Rare Events and MinxEnt; 3.4. Indicator MinxEnt Method
3.4.1. Connection between CE and IME3.5. IME Method for Combinatorial Optimization; 3.5.1. Unconstrained Combinatorial Optimization; 3.5.2. Constrained Combinatorial Optimization: The Penalty Function Approach; Chapter 4 Splitting Method for Counting and Optimization; 4.1. Background; 4.2. Quick Glance at the Splitting Method; 4.3. Splitting Algorithm with Fixed Levels; 4.4. Adaptive Splitting Algorithm; 4.5. Sampling Uniformly on Discrete Regions; 4.6. Splitting Algorithm for Combinatorial Optimization; 4.7. Enhanced Splitting Method for Counting; 4.7.1. Counting with the Direct Estimator 4.7.2. Counting with the Capture-Recapture Method4.8. Application of Splitting to Reliability Models; 4.8.1. Introduction; 4.8.2. Static Graph Reliability Problem; 4.8.3. BMC Algorithm for Computing S(Y); 4.8.4. Gibbs Sampler; 4.9. Numerical Results with the Splitting Algorithms; 4.9.1. Counting; 4.9.2. Combinatorial Optimization; 4.9.3. Reliability Models; 4.10. Appendix: Gibbs Sampler; Chapter 5 Stochastic Enumeration Method; 5.1. Introduction; 5.2. OSLA Method and Its Extensions; 5.2.1. Extension of OSLA: nSLA Method; 5.2.2. Extension of OSLA for SAW: Multiple Trajectories; 5.3. SE Method 5.3.1. SE Algorithm5.4. Applications of SE; 5.4.1. Counting the Number of Trajectories in a Network; 5.4.2. SE for Probabilities Estimation; 5.4.3. Counting the Number of Perfect Matchings in a Graph; 5.4.4. Counting SAT; 5.5. Numerical Results; 5.5.1. Counting SAW; 5.5.2. Counting the Number of Trajectories in a Network; 5.5.3. Counting the Number of Perfect Matchings in a Graph; 5.5.4. Counting SAT; 5.5.5. Comparison of SE with Splitting and SampleSearch; Appendix A Additional Topics; A.1. Combinatorial Problems; A.1.1. Counting; A.1.2. Combinatorial Optimization; A.2. Information A.2.1. Shannon EntropyA.2.2. Kullback-Leibler Cross-Entropy; A.3. Efficiency of Estimators; A.3.1. Complexity; A.3.2. Complexity of Randomized Algorithms; Bibliography; Abbreviations and Acronyms; List of Symbols; Index; Series Page |
Record Nr. | UNINA-9910807943703321 |
Rubinstein Reuven Y | ||
Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2014] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modern simulation and modeling / Reuven Y. Rubinstein, Benjamin Melamed |
Autore | Rubinstein, Reuven Y. |
Pubbl/distr/stampa | New York : Wiley, 1998 |
Descrizione fisica | xvii, 352 p. ; 24 cm |
Disciplina | 003.83 |
Altri autori (Persone) | Melamed, Benjamin |
Collana | Wiley series in probability and statistics, Applied probability and statistics |
Soggetto non controllato |
Statistica computazionale
Statistica computazionale - tecniche |
ISBN | 0-471-17077-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990003740160403321 |
Rubinstein, Reuven Y. | ||
New York : Wiley, 1998 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Modern simulation and modeling / Reuven Y. Rubinstein, Benjamin Melamed |
Autore | RUBINSTEIN, Reuven Y. |
Pubbl/distr/stampa | New York : John Wiley & Sons, 1998 |
Descrizione fisica | 352 p. ; 23 cm |
Disciplina | 003.83 |
Altri autori (Persone) | MELAMED, Benjamin |
Collana | Wiley series in probability and statistics |
Soggetto topico | Sistemi discreti |
ISBN | 0-471-17077-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990005479240203316 |
RUBINSTEIN, Reuven Y. | ||
New York : John Wiley & Sons, 1998 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
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Modern simulation and modeling / Reuven Y. Rubinstein, Benjamin Melamed |
Autore | Rubinstein, Reuven Y. |
Pubbl/distr/stampa | New York (etc.), : John Wiley and sons, ©1998 |
Descrizione fisica | XVII, 352 p. ; 24 cm. |
Disciplina | 003.83 |
Altri autori (Persone) | Melamed, Benjamin |
Collana | Wiley series in probability and mathematical statistics |
Soggetto topico |
Simulazione
Sistemi discreti |
ISBN | 0471170771 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAS-TO00631297 |
Rubinstein, Reuven Y. | ||
New York (etc.), : John Wiley and sons, ©1998 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Cassino | ||
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Monte Carlo optimization, simulation and sensitivity of queueing networks / ven Y. Rubinstein |
Autore | RUBINSTEIN, Reuven Y. |
Pubbl/distr/stampa | Malabar : Krieger, 1992 |
Descrizione fisica | XI, 260 p ; 24 cm |
Disciplina | 519.82 |
Soggetto topico |
Teiria delle code
Metodo Monte Carlo Modelli matematici |
ISBN | 0-89434-764-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-990000926880203316 |
RUBINSTEIN, Reuven Y. | ||
Malabar : Krieger, 1992 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Monte Carlo optimization, simulation and sensitivity of queueing networks / Reuven Y. Rubinstein |
Autore | Rubinstein, Reuven Y |
Pubbl/distr/stampa | New York [etc.] : Wiley, c1986 |
Descrizione fisica | xi, 260 p. ; 24 cm |
Disciplina | 519.4 |
Collana | Wiley series in probability and mathematical statistics |
Soggetto topico | Metodo Monte Carlo |
ISBN | 0471819298 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISALENTO-991000642709707536 |
Rubinstein, Reuven Y | ||
New York [etc.] : Wiley, c1986 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
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Simulation and the Monte Carlo method / / Reuven Y. Rubinstein, Dirk P. Kroese |
Autore | Rubinstein Reuven Y. |
Edizione | [Third edition.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
Descrizione fisica | 1 online resource (435 pages) : illustrations (some color), photographs, graphs |
Disciplina | 518/.282 |
Collana |
Wiley Series in Probability and Statistics
THEi Wiley ebooks |
Soggetto topico |
Digital computer simulation
Mathematical statistics Monte Carlo method Sampling (Statistics) |
ISBN |
1-118-63220-6
1-118-63198-6 1-118-63238-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910796087903321 |
Rubinstein Reuven Y. | ||
Hoboken, New Jersey : , : Wiley, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Simulation and the Monte Carlo method / / Reuven Y. Rubinstein, Dirk P. Kroese |
Autore | Rubinstein Reuven Y. |
Edizione | [Third edition.] |
Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2017 |
Descrizione fisica | 1 online resource (435 pages) : illustrations (some color), photographs, graphs |
Disciplina | 518/.282 |
Collana |
Wiley Series in Probability and Statistics
THEi Wiley ebooks |
Soggetto topico |
Digital computer simulation
Mathematical statistics Monte Carlo method Sampling (Statistics) |
ISBN |
1-118-63220-6
1-118-63198-6 1-118-63238-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910813937803321 |
Rubinstein Reuven Y. | ||
Hoboken, New Jersey : , : Wiley, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|