On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains (Q1290201)
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scientific article; zbMATH DE number 1299389
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| English | On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains |
scientific article; zbMATH DE number 1299389 |
Statements
On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains (English)
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10 June 1999
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sample path-based gradient estimation
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performance measures
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discrete-time Markov chains
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0.92034715
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0.9089618
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0.89339584
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0.87157667
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0.87156546
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