Convergence properties of infinitesimal perturbation analysis estimates
Year of publication: |
1988
|
---|---|
Other Persons: | Heidelberger, Philip (contributor) |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 34.1988, 11, p. 1281-1302
|
Subject: | Warteschlangentheorie | Queueing theory | Theorie | Theory |
-
A law of large numbers for limit order books
Horst, Ulrich, (2017)
-
An exact algorithm for ip column generation
Vanderbeck, François, (1994)
-
The power-series algorithm for Markovian queueing networks
Hout, Wilbert B. van den, (1994)
- More ...
-
A renewal theoretic approach to bias reduction in generative simulations
Meketon, Marc S., (1982)
-
Simulation run length control in the presence of an initial transient
Heidelberger, Philip, (1983)
-
Asymptotically optimal importance sampling and stratification for pricing path-dependent options
Glasserman, Paul, (1999)
- More ...