Likelihood Ratio Derivative Estimation for Finite- Time Performance Measures in Generalized Semi-Markov Processes
Year of publication: |
1998
|
---|---|
Authors: | Nakayama, Marvin K. ; Shahabuddin, Perwez |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 44.1998, 10, p. 1426-1441
|
Saved in:
Saved in favorites
Similar items by person
-
Nakayama, Marvin K., (1998)
-
Permuted derivative and importance-sampling estimators for regenerative simulations
Calvin, James M., (2004)
-
ARTICLES - Central Limit Theorems for Permuted Regenerative Estimators
Calvin, James M., (2000)
- More ...