Improvements in the likelihood ratio method for steady-state sensitivity analysis and simulation

DOI10.1016/0166-5316(92)90033-DzbMath0777.93081OpenAlexW1979603813MaRDI QIDQ4030466

Bin Zhang, Yu-Chi Ho

Publication date: 1 April 1993

Published in: Performance Evaluation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0166-5316(92)90033-d

zbMATH Keywords

sensitivity analysis of stochastic systemslikelihood ratio methodLR method

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

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