微扰分析在维修理论中替换问题中的应用

Proceedings of 1993 Winter Simulation Conference - (WSC '93) Pub Date : 1993-12-01 DOI:10.1109/WSC.1993.718069

M. Fu, Jianqiang Hu, Leyuan Shi

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引用次数: 7

摘要

考虑维修理论中更换问题的敏感性分析问题。特别地，我们在L'Ecuyer(1990)中应用了扰动分析技术来推导关于一个问题的变化的替换参数的成本性能测量梯度的估计。

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An Application of Perturbation Analysis to a Replacement Problem in Maintenance Theory

We consider the problem of sensitivity analysis for replacement problems in maintenance theory. In particular, we apply the technique of perturbation analysis to derive estimators for the gradient of a cost performance measure with respect to replacement parameters for a variation of a problem in L'Ecuyer (1990).

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Proceedings of 1993 Winter Simulation Conference - (WSC '93)

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