Strong consistency of sample path derivative estimates
- 1 January 1990
- journal article
- Published by Elsevier in Applied Mathematics Letters
- Vol. 3 (4) , 55-58
- https://doi.org/10.1016/0893-9659(90)90047-f
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Sensitivity Analysis for Simulations via Likelihood RatiosOperations Research, 1989
- Convergence Properties of Infinitesimal Perturbation Analysis EstimatesManagement Science, 1988
- Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 QueueManagement Science, 1988
- Realization probability in closed Jackson queueing networks and its applicationAdvances in Applied Probability, 1987