Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems
Year of publication: |
1995
|
---|---|
Authors: | Nakayama, Marvin K. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 41.1995, 3, p. 524-554
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | simulation | gradient estimation | likelihood ratios | highly reliable systems | importance sampling |
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