Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation
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Publication:1745943
DOI10.1007/s10626-017-0247-8zbMath1384.93145MaRDI QIDQ1745943
Publication date: 18 April 2018
Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10626-017-0247-8
simulation; perturbation analysis; distribution sensitivity; generalized likelihood ratio method; steady-state processes; stochastic derivative estimation
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