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Q4239309 - MaRDI portal

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scientific article; zbMATH DE number 1278388
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English
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scientific article; zbMATH DE number 1278388

    Statements

    publication date
    25 April 1999
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    zbMATH Keywords
    output analysis
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    steady-state simulation
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    rare events simulation
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    gradient estimation
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    stochastic optimization
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    Markov chain Monte Carlo methods
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    author
    Soren Asmussen
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    Identifiers

    Mathematics Subject Classification ID
    65C40
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    65-02
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    60J22
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    65C50
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    65C05
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    zbMATH DE Number
    1278388
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