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Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation - MaRDI portal

Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943)

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scientific article; zbMATH DE number 6861495
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Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
scientific article; zbMATH DE number 6861495

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    Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (English)
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    18 April 2018
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    simulation
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    stochastic derivative estimation
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    distribution sensitivity
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    steady-state processes
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    perturbation analysis
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    generalized likelihood ratio method
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