We discuss the estimation of derivatives of a performance measure using the likelihood ratio method in simulations of highly reliable Markovian systems. We compare the difficulties of estimating the performance measure and of estimating its partial derivatives with respect to component failure...

This paper investigates the likelihood ratio method for estimating derivatives of finite-time performance measures in generalized semi-Markov processes (GSMPs). We develop readily verifiable conditions for the applicability of this method. Our conditions mainly place restrictions on the basic...