Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
type: Item
instance of: scholarly article
title: Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
zbMATH Open document ID: 1384.93145
author: Xianqiang Yang
published in: Discrete Event Dynamic Systems
publication date: 2018-04-18T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 6861495
zbMATH Keywords: simulation
zbMATH Keywords: stochastic derivative estimation
zbMATH Keywords: distribution sensitivity
zbMATH Keywords: steady-state processes
zbMATH Keywords: perturbation analysis
zbMATH Keywords: generalized likelihood ratio method
describes a project that uses: UMDES
MaRDI profile type: Publication
full work available at URL: s10626-017-0247-8
OpenAlex ID: W2615245331
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DOI: 10.1007/S10626-017-0247-8
description: scientific article; zbMATH DE number 6861495