Variance reduction for likelihood-ratio method
- 7 January 2003
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- p. 145-150
- https://doi.org/10.1109/cdc.1989.70092
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Sensitivity Analysis for Simulations via Likelihood RatiosOperations Research, 1989
- Likelilood ratio gradient estimationPublished by Association for Computing Machinery (ACM) ,1987
- The score function approach for sensitivity analysis of computer simulation modelsMathematics and Computers in Simulation, 1986
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event SimulationsOperations Research, 1975