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Perturbation Analysis of Production Networks

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Stochastic Modeling and Analysis of Manufacturing Systems

Part of the book series: Springer Series in Operations Research ((ORFE))

Abstract

This chapter treats the problem of evaluating the sensitivity of performance measures to changes in system parameters for a class of stochastic models. The technique presented, called perturbation analysis, evaluates sensitivities from sample paths, based either on a simulation or on real data.

The chapter begins with an overview, based on a single-machine model. It proceeds to address underlying theoretical issues and then examines a variety of examples of production networks. It concludes with a discussion of issues arising in the estimation of steady-state sensitivities.

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Authors
  1. Paul Glasserman
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Editor information

Editors and Affiliations

  1. Department of Industrial Engineering and Operations Research, Columbia University, New York, NY, 10027-6699, USA

    David D. Yao

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© 1994 Springer-Verlag New York Inc

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Glasserman, P. (1994). Perturbation Analysis of Production Networks. In: Yao, D.D. (eds) Stochastic Modeling and Analysis of Manufacturing Systems. Springer Series in Operations Research. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-2670-3_6

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  • DOI: https://doi.org/10.1007/978-1-4612-2670-3_6

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7628-9

  • Online ISBN: 978-1-4612-2670-3

  • eBook Packages: Springer Book Archive

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