Optimization and sensitivity analysis of computer simulation models by the score function method |
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| Affiliation: | 1. Department of Computer Science, University of Taipei, No. 1, Aiguo W. Rd., Taipei 10048, Taiwan;2. Department of Electrical Engineering and Computer Science, Northwestern University, 2145 Sheridan Road, Evanston, IL 60208, USA |
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| Abstract: | This paper surveys some recent results on the score function (SF) method. This method is suitable for performance evaluation, sensitivity analysis, and optimization of complex discrete-event systems such as non-Markovian queueing systems. |
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