Infinitesimal Perturbation Analysis: A Tool for Simulation

DOI10.1057/jors.1989.35zbMath0668.65123OpenAlexW2063489757MaRDI QIDQ3821545

M. Eric Johnson, John Jackman

Publication date: 1989

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1989.35

zbMATH Keywords

algorithmsexperimental resultsexperimentationgradient estimationPerturbation analysisdiscrete- event simulationsensitivity estimates

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

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