Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes

DOI10.1287/mnsc.44.10.1426zbMath0989.90128OpenAlexW2144258279MaRDI QIDQ2784047

Marvin K. Nakayama, Perwez Shahabuddin

Publication date: 17 April 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c6a590bd96db390468a35f6e9e3057786f40a850

zbMATH Keywords

simulationgradient estimationgeneralized semi-Markov processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

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