scientific article; zbMATH DE number 5168305

zbMATH Open1113.90150MaRDI QIDQ3447243FDOQ3447243

Authors: Michael C. Fu 

Publication date: 28 June 2007

Title of this publication is not available (Why is that?)

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zbMATH Keywords

sensitivity analysisMonte Carlo simulationderivative estimationperturbation analysisCPMproject managementweak derivativesPERTlikelihood ratio/score function method

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic network models in operations research (90B15)

Cited In (6)

• Simulation of stochastic activity networks using path control variates
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
• What you should know about simulation and derivatives
• Density Estimation by Monte Carlo and Quasi-Monte Carlo
• Sensitivity analysis in stochastic flow networks using the Monte Carlo method
• Sensitivity Analysis in Simulation of Stochastic Activity Networks: A Computational Study

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