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DISCRETEEVENT SIMULATION RESPONSE MODELS
ONEDIMENSIONAL SIMULATION OPTIMIZATION
TABLE 31 Output Power Spectrum and Newton Step Size
46 other sections not shown
Actual Gradient Direction associated steady Chapter coefficients driving frequencies dynamic polynomial model dynamic quadratic model effect of gain equations estimate the gradient estimate the Newton Euclidean norm expected response frequency domain approach gain effect gives gradient components gradient direction estimates Hessian higher degree terms input x(0 Interarrival Rate iteration lag window Lemma Let y(t linear M/M/l queueing Newton direction Newton step size Newton's method noise effect obtained one-dimensional optimal input oscillation amplitude oscillation directions output power spectrum path search optimization power spectrum approximations power spectrum estimates power spectrum values PRIORITY 1 CUSTOMER Priority Queue queueing system reduce relative bias relative variance rotation formulas search optimization algorithm Section 4.2 simulation response spectral spectrum at frequency steady state expected steady state response step size approximations step size estimate stochastic dynamic polynomial stochastic dynamic quadratic term indicator frequencies Theorem Three Run method Tukey window size vary x(t Wiener stochastic dynamic