Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (Q4287607)
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scientific article; zbMATH DE number 550180
Language | Label | Description | Also known as |
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English | Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems |
scientific article; zbMATH DE number 550180 |
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Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (English)
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12 April 1994
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likelihood ratio gradient estimator
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continuous-time Markov chains
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