Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems (Q4849401)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 800774
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems |
scientific article; zbMATH DE number 800774 |
Statements
Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems (English)
0 references
25 September 1995
0 references
gradient estimation
0 references
importance sampling
0 references
estimation of derivatives of a performance measure
0 references
likelihood ratio method
0 references
simulations of highly reliable Markovian systems
0 references
0.8665388822555542
0 references
0.8423793315887451
0 references
0.8399351835250854
0 references
