Response surface estimation and sensitivity analysis via efficient change of measure

DOI10.1080/15326349308807269zbMath0777.60084OpenAlexW1985715541MaRDI QIDQ3137340

Reuven Y. Rubinstein, Soren Asmussen

Publication date: 15 December 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349308807269

zbMATH Keywords

simulation resultsqueueing modelmean waiting timemean sojourn timelikelihood ratio- score function methodreference traffic intensity

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Inference from stochastic processes (62M99)

Related Items (3)

Stochastic sensitivity analysis using preconditioning approach ⋮ Optimization of computer simulation models with rare events ⋮ Regenerative simulation of TES processes

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