Sensitivity estimates based on one realization of a stochastic system† (Q3762199): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/00949658708810992 / rank | |||
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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
scientific article
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English | Sensitivity estimates based on one realization of a stochastic system† |
scientific article |
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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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