Pages that link to "Item:Q4729217"
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The following pages link to Sensitivity Analysis for Simulations via Likelihood Ratios (Q4729217):
Displaying 50 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- Sensitivity analysis via simulation in the presence of discontinuities (Q706371) (← links)
- How to optimize discrete-event systems from a single sample path by the score function method (Q751612) (← links)
- Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models (Q756445) (← links)
- Sensitivity of sample values to parameter changes (Q794056) (← links)
- ``What-if'' analysis in computer simulation models: A comparative survey with some extensions (Q805130) (← links)
- Strong consistency of sample path derivative estimates (Q921783) (← links)
- Discrete-time ``inversion'' and derivative estimation for Markov chains (Q923516) (← links)
- Using sensitivity derivatives for design and parameter estimation in an atmospheric plasma discharge simulation (Q995231) (← links)
- Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
- The score function approach for sensitivity analysis of computer simulation models (Q1090473) (← links)
- Generalized estimates for performance sensitivities of stochastic systems (Q1111513) (← links)
- The sensitivity analysis of binary networks via simulation (Q1124722) (← links)
- On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687) (← links)
- Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio (Q1197804) (← links)
- Optimizing discrete event dynamic systems via the gradient surface method (Q1201750) (← links)
- Maximal coupling and rare perturbation sensitivity analysis (Q1206493) (← links)
- Stochastic quasigradient methods for optimization of discrete event systems (Q1207835) (← links)
- Smoothing complements and randomized score functions (Q1207836) (← links)
- Convergence rates for steady-state derivative estimators (Q1207840) (← links)
- Conditioning for variance reduction in estimating the sensitivity of simulations (Q1207843) (← links)
- Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
- Sensitivity analysis of discrete event systems by the ''push out'' method (Q1207846) (← links)
- Optimization and sensitivity analysis of computer simulation models by the score function method (Q1266612) (← links)
- Perturbation analysis and Malliavin calculus (Q1296743) (← links)
- Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis (Q1314855) (← links)
- Variance reduction for sensitivity estimates obtained from regenerative simulation (Q1317015) (← links)
- Robustness of perturbation analysis estimators for queueing systems with unknown distributions (Q1321078) (← links)
- Effect of model uncertainty on some optimal routing problems (Q1321333) (← links)
- Optimal load sharing in soft real-time systems using likelihood ratios (Q1335115) (← links)
- Perturbation analysis of the \(GI/GI/1\) queue (Q1342953) (← links)
- Permuted derivative and importance-sampling estimators for regenerative simulations. (Q1429938) (← links)
- RPA pathwise derivative estimation of ruin probabilities (Q1584521) (← links)
- Estimation and approximation bounds for gradient-based reinforcement learning (Q1604222) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
- Optimization via simulation: A review (Q1805482) (← links)
- Second derivative estimation using harmonic analysis (Q1805492) (← links)
- Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation (Q1805493) (← links)
- Two approaches to optimal routing and admission control in systems with real-time traffic (Q1893310) (← links)
- Comparison of gradient estimation techniques for queues with non- identical servers (Q1894743) (← links)
- Sensitivity analysis of regenerative queuing models (Q1896700) (← links)
- Maximal coupling rare perturbation analysis with a random horizon (Q1902497) (← links)
- Asymptotic analysis of the effect of arrival model uncertainties in some optimal routing problems (Q1904961) (← links)
- Scheduling policies using marked/phantom slot algorithms (Q1906875) (← links)
- Estimates and confidence intervals for importance sampling sensitivity analysis (Q1921102) (← links)
- Uniformization and performance sensitivity estimation in closed queueing networks (Q1922194) (← links)
- Monte Carlo estimation of the density of the sum of dependent random variables (Q1997555) (← links)
- Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
- Stochastic comparison algorithm for continuous optimization with estimation (Q2564165) (← links)
