Perfect simulation and monotone stochastic bounds.
Jean-Michel FourneauImène KadiNihal PekerginJérôme VienneJean-Marc VincentPublished in: VALUETOOLS (2007)
Keyphrases
- upper bound
- lower bound
- simulation model
- stochastic systems
- discrete event
- e learning
- simulation models
- upper and lower bounds
- monte carlo
- numerical simulations
- simulation study
- special case
- stochastic optimization
- search algorithm
- tight bounds
- stochastic simulation
- learning algorithm
- stochastic nature
- timed petri nets
- stage stochastic programs