caa a22 4500 465775055 CHVBK 20180323111939.0 cr unu---uuuuu 170327e19901201xx s 000 0 eng 10.1007/BF02055195 doi (NATIONALLICENCE)springer-10.1007/BF02055195 Rubinstein R. Technion, Haifa, Israel aut How to optimize discrete-event systems from a single sample path by the score function method [Elektronische Daten] [R. Rubinstein] We present a method for deriving theoptimal solution of a class of mathematical programming problems, associated with discrete-event systems and in particular with queueing models, while using asingle sample path (single simulation experiment) from the underlying process. Our method, called thescore function method, is based on probability measure transformation derived from the efficient score process and generating statistical counterparts to the conventional deterministic optimization procedures (e.g. Lagrange multipliers, penalty functions, etc.). Applications of our method to optimization of various discrete-event systems are presented, and numerical results are given. J.C. Baltzer A.G. Scientific Publishing Company, 1990 Monte Carlo optimization nationallicence optimization in simulation nationallicence sample path analysis nationallicence Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 175-212 0254-5330 27:1<175 1990 27 10479 https://doi.org/10.1007/BF02055195 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02055195 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Rubinstein R. Technion, Haifa, Israel aut NATIONALLICENCE 773 0- Annals of Operations Research Baltzer Science Publishers, Baarn/Kluwer Academic Publishers 27/1(1990-12-01), 175-212 0254-5330 27:1<175 1990 27 10479 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer