Notes
Slide Show
Outline
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LEARNING BY TRIAL-AND-ERROR
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LEARNING THROUGH CONCURRENT SIMULATION
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LEARNING THROUGH CONCURRENT SIMULATION
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OPTIMIZATION:  REPEATED TRIAL AND ERROR
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OPTIMIZATION:  REPEATED TRIAL AND ERROR
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SOME IMPORTANT DISTINCTIONS IN SIMULATION
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SOME IMPORTANT DISTINCTIONS IN SIMULATION
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PERTURBATION ANALYSIS (PA)
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PERTURBATION GENERATION
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PERTURBATION GENERATION
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PERTURBATION PROPAGATION
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PERTURBATION PROPAGATION
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PERTURBATION PROPAGATION
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INFINITESIMAL PERTURBATION ANALYSIS (IPA)
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INFINITESIMAL PERTURBATION ANALYSIS (IPA)
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INFINITESIMAL PERTURBATION ANALYSIS (IPA)
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COMMUTING CONDITION
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IPA + OPTIMIZATION
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INFINITESIMAL PERTURBATION ANALYSIS (IPA)
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EXTENSIONS OF IPA
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SENSITIVITY ESTIMATION REVISITED
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1. IPA APPROACH – COMMON RANDOM NUMBERS
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1. LR APPROACH – COMMON REALIZATIONS
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1. LR APPROACH – COMMON REALIZATIONS