文档介绍：OPTIMIZATION OF STOCHASTIC
MODELS
The Interface Between Simulation and
Optimization
THE KLUWER INTERNATIONAL SERIES
IN ENGINEERING PUTER SCIENCE
DISCRETE EVENT DYNAMIC SYSTEMS
Consulting Editor
Yu-Chi Ho
Harvard University
GRADIENT ESTIMATION VIA PERTURBATION ANALYSIS, P. Glassennan
ISBN: 0-7923-9095-4
PERTURBATION ANALYSIS OF DISCRETE EVENT DYNAMIC SYSTEMS,
Yu-Chi Ho and Xi-Ren Cao
ISBN: 0-7923-9174-8
SYNTHESIS FOR DISCRETE EVENT CONTROL OF
MANUFACTURING SYSTEMS, MengChu Zhou and Frank DiCesare
ISBN: 0-7923-9289-2
MODELING AND CONTROL OF LOGICAL DISCRETE EVENT SYSTEMS,
Ratnesh Kumar and Vijay K. Garg
ISBN: 0-7923-9538-7
UNIFORM RANDOM NUMBERS: THEORY AND PRACTICE, Shu Tezuka
ISBN: 0-7923-9572-7
OPTIMIZATION OF STOCHASTIC
MODELS
The Interface Between Simulation and
Optimization
by
Ch. Pflug
.~. ,
KLUWER ACADEMIC PUBLISHERS
Boston I Dordrecht I London
Distributors for North America:
Kluwer Academic Publishers
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Assinippi Park
Norwell, Massachusetts 02061 USA
Distributors for all other countries:
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Library of Congress Cataloging-in-Publication Data
A . Catalogue record for this book is available
from the Library of Congress.
The publisher offers discounts on this book when ordered in bulk quantities. For
more information contact: Sales Department, Kluwer Academic Publishers,
101 Philip Drive, Assinippi Park, Norwell, MA 02061
ISBN-13: 978-1-4612-8631-8 e-ISBN-13: 978-1-4613-1449-3
DOl: -1-4613-1449-3
Copyright © 1996 by Kluwer Academic Publishers. Fifth Printing, 1999.
Reprint of the original edition 1996
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