Infinitesimal Perturbation Analysis: A Tool for Simulation

DOI10.1057/JORS.1989.35MaRDI QIDQ3821545zbMATH OpenOpenAlexFDO

Authors M. Eric Johnson, John Jackman

Publication date 1989

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1989.35

zbMATH Keywords

algorithmsdiscrete- event simulationexperimental resultsexperimentationgradient estimationPerturbation analysissensitivity estimates

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99)

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