IDEAS home Printed from https://ideas.repec.org/p/tiu/tiucen/77da022b-635b-46fd-bf4a-ff5d4ffd78e9.html
   My bibliography  Save this paper

Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues

Author

Listed:
  • Gürkan, G.

    (Tilburg University, Center For Economic Research)

  • Ozge, A.Y.

Abstract

No abstract is available for this item.

Suggested Citation

  • Gürkan, G. & Ozge, A.Y., 1996. "Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues," Discussion Paper 1996-98, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:77da022b-635b-46fd-bf4a-ff5d4ffd78e9
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/525535/98.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. R. Schassberger, 1976. "On the Equilibrium Distribution of a Class of Finite-State Generalized Semi-Markov Processes," Mathematics of Operations Research, INFORMS, vol. 1(4), pages 395-406, November.
    2. Y. C. Ho & M. A. Eyler & T. T. Chien, 1983. "A New Approach to Determine Parameter Sensitivities of Transfer Lines," Management Science, INFORMS, vol. 29(6), pages 700-714, June.
    3. Pierre L'Ecuyer & Peter W. Glynn, 1994. "Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State," Management Science, INFORMS, vol. 40(11), pages 1562-1578, November.
    4. Pierre L'Ecuyer & Nataly Giroux & Peter W. Glynn, 1994. "Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State," Management Science, INFORMS, vol. 40(10), pages 1245-1261, October.
    5. Stephen M. Robinson, 1996. "Analysis of Sample-Path Optimization," Mathematics of Operations Research, INFORMS, vol. 21(3), pages 513-528, August.
    6. Stanley B. Gershwin & Irvin C. Schick, 1983. "Modeling and Analysis of Three-Stage Transfer Lines with Unreliable Machines and Finite Buffers," Operations Research, INFORMS, vol. 31(2), pages 354-380, April.
    7. Correa Romar, 2014. "Mathematical Foci," Mathematical Economics Letters, De Gruyter, vol. 2(1-2), pages 5-11, August.
    8. Peter Kall, 1986. "Approximation to Optimization Problems: An Elementary Review," Mathematics of Operations Research, INFORMS, vol. 11(1), pages 9-18, February.
    9. Stephen M. Robinson, 1976. "Regularity and Stability for Convex Multivalued Functions," Mathematics of Operations Research, INFORMS, vol. 1(2), pages 130-143, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gürkan, G. & Ozge, A.Y., 1996. "Sample-Path Optimization of Buffer Allocations in a Tandem Queue - Part I : Theoretical Issues," Other publications TiSEM 77da022b-635b-46fd-bf4a-f, Tilburg University, School of Economics and Management.
    2. Gürkan, G., 1997. "Simulation Optimization of Buffer Allocations in Production Lines with Unreliable Machines," Discussion Paper 1997-97, Tilburg University, Center for Economic Research.
    3. Gürkan, G., 1997. "Simulation Optimization of Buffer Allocations in Production Lines with Unreliable Machines," Other publications TiSEM 015cb8ee-38d7-41b1-b9fc-7, Tilburg University, School of Economics and Management.
    4. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Discussion Paper 1997-78, Tilburg University, Center for Economic Research.
    5. Kao, Chiang & Chen, Shih-Pin, 2006. "A stochastic quasi-Newton method for simulation response optimization," European Journal of Operational Research, Elsevier, vol. 173(1), pages 30-46, August.
    6. Gürkan, G. & Ozge, A.Y. & Robinson, S.M., 1997. "Sample-path solutions for simulation optimization problems and stochastic variational inequalities," Other publications TiSEM 9c36c4c8-25d6-4a86-afbd-2, Tilburg University, School of Economics and Management.
    7. Birbil, S.I. & Gürkan, G. & Listeş, O., 2004. "Simulation-based solution of stochastic mathematical programs with complementarity constraints: Sample-path analysis," ERIM Report Series Research in Management ERS-2004-016-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    8. Rubinstein, Reuven Y., 1997. "Optimization of computer simulation models with rare events," European Journal of Operational Research, Elsevier, vol. 99(1), pages 89-112, May.
    9. Leyuan Shi & Sigurdur O´lafsson, 2000. "Nested Partitions Method for Stochastic Optimization," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 271-291, September.
    10. Gürkan, G. & Pang, J.S., 2009. "Approximizations of Nash equilibria," Other publications TiSEM de211d31-d77d-4211-9ca8-2, Tilburg University, School of Economics and Management.
    11. Gurkan, G. & Listes, O.L., 2004. "Simulation-based solution of stochastic mathematical programs with complementarity constraints: sample-path analyis," Econometric Institute Research Papers EI 2004-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    12. Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004. "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Discussion Paper 2004-25, Tilburg University, Center for Economic Research.
    13. Ilker Birbil, S. & Gürkan, G. & Listes, O.L., 2004. "Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints : Sample-Path Analysis," Other publications TiSEM ab097838-6408-404d-aaeb-f, Tilburg University, School of Economics and Management.
    14. Ş. İlker Birbil & Gül Gürkan & Ovidiu Listeş, 2006. "Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation," Mathematics of Operations Research, INFORMS, vol. 31(4), pages 739-760, November.
    15. O. Cornejo & A. Jourani & C. Zălinescu, 1997. "Conditioning and Upper-Lipschitz Inverse Subdifferentials in Nonsmooth Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 95(1), pages 127-148, October.
    16. Yongchao Liu & Huifu Xu & Jane J. Ye, 2011. "Penalized Sample Average Approximation Methods for Stochastic Mathematical Programs with Complementarity Constraints," Mathematics of Operations Research, INFORMS, vol. 36(4), pages 670-694, November.
    17. Chame, Anna & Tsallis, Constantino, 1990. "Criticality of the discrete N-vector ferromagnet in a cubic lattice with a free surface," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 165(1), pages 41-63.
    18. S. Göttlich & S. Kühn & J. A. Schwarz & R. Stolletz, 2016. "Approximations of time-dependent unreliable flow lines with finite buffers," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 83(3), pages 295-323, June.
    19. Alfieri, Arianna & Matta, Andrea, 2012. "Mathematical programming formulations for approximate simulation of multistage production systems," European Journal of Operational Research, Elsevier, vol. 219(3), pages 773-783.
    20. P. Q. Khanh & N. M. Tung, 2015. "Second-Order Optimality Conditions with the Envelope-Like Effect for Set-Valued Optimization," Journal of Optimization Theory and Applications, Springer, vol. 167(1), pages 68-90, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiucen:77da022b-635b-46fd-bf4a-ff5d4ffd78e9. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: http://center.uvt.nl .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.