Variance reduction for sensitivity estimates obtained from regenerative simulation
type: Item
instance of: scholarly article
title: Variance reduction for sensitivity estimates obtained from regenerative simulation
zbMATH Open document ID: 0790.60085
DOI: 10.1016/0167-6377(93)90013-7
author: Martin I. Reiman
author: Viên Nguyen
published in: Operations Research Letters
publication date: 1994-06-20T00:00:00Z
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 90B22
zbMATH DE Number: 527404
zbMATH Keywords: central limit theorem
zbMATH Keywords: simulations
zbMATH Keywords: likelihood ratio method
MaRDI profile type: Publication
full work available at URL: 0167-6377(93)90013-7
OpenAlex ID: W2043623056
cites work: Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
cites work: An introduction to the regenerative method for simulation analysis
cites work: Regenerative Simulation with Internal Controls
cites work: Regenerative simulation of response times in networks of queues
cites work: Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
cites work: Q5556138
cites work: Sensitivity Analysis for Simulations via Likelihood Ratios
description: scientific article; zbMATH DE number 527404