Sensitivity estimation for Gaussian systems (Q2426571): Difference between revisions
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Property / author: Bernd F. Heidergott / rank | |||
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Property / author: Felisa J. Vázquez-Abad / rank | |||
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Property / author: Felisa J. Vázquez-Abad / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2007.04.004 / rank | |||
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Property / cites work: The Asymptotic Efficiency of Simulation Estimators / rank | |||
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Latest revision as of 21:00, 27 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Sensitivity estimation for Gaussian systems |
scientific article |
Statements
Sensitivity estimation for Gaussian systems (English)
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22 April 2008
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efficient estimation
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generation of random variables
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double-sided Maxwell distribution
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measure-valued derivatives
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infinitesimal perturbation analysis
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score function
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