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In this note we address the problem of constructing dominating sets for problems whose objective is a componentwise nondecreasing function of (possibly an infinite number of) convex functions, and we show how to obtain a convex dominating set in terms of dominating sets of simpler problems.
Persistent link: https://www.econbiz.de/10005775816
We introduce a new method, called "customer oriented finite perturbation analysis" (CFPA), for sensitivity estimation for discrete event dynamic systems (DEDS). We discuss the CFPA algorithm and applying a new proof technique we obtain necessary conditions for CFPA to yield an unbiased estimator...
Persistent link: https://www.econbiz.de/10005474868
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