Sensitivity estimates based on one realization of a stochastic system† (Q3762199): Difference between revisions

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Property / cites work: Variance reduction by the use of common and antithetic random variables / rank
 
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Property / cites work: Convergence of parameter sensitivity estimates in a stochastic experiment / rank
 
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Latest revision as of 09:52, 18 June 2024

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Sensitivity estimates based on one realization of a stochastic system†
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    Sensitivity estimates based on one realization of a stochastic system† (English)
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    1987
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    performance function
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    PA-estimators
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    perturbation analysis
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    CRN- estimators
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