Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes (Q2784047)

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scientific article; zbMATH DE number 1731070
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Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes
scientific article; zbMATH DE number 1731070

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    17 April 2002
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    simulation
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    gradient estimation
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    generalized semi-Markov processes
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    Likelihood ratio derivative estimation for finite-time performance measures in generalized semi-Markov processes (English)
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