Performance analysis conditioned on rare events: an adaptive simulation scheme
type: Item
instance of: scholarly article
title: Performance analysis conditioned on rare events: an adaptive simulation scheme
zbMATH Open document ID: 1087.94014
author: Vivek Borkar
author: S. Juneja
author: Arzad A. Kherani
published in: Communications in Information and Systems
publication date: 2006-03-16T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.cis/1119639799
Mathematics Subject Classification ID: 94A20
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 68T05
Mathematics Subject Classification ID: 68Q32
zbMATH DE Number: 5012668
zbMATH Keywords: conditional performance analysis
zbMATH Keywords: multiplicative Poisson equation
zbMATH Keywords: stochastic approximation
zbMATH Keywords: adaptive simulation
zbMATH Keywords: reinforcement learning
MaRDI profile type: Publication
OpenAlex ID: W2046629897
DOI: 10.4310/CIS.2003.V3.N4.A3
description: scientific article; zbMATH DE number 5012668