Variance reduction for sensitivity estimates obtained from regenerative simulation
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Cites work
- scientific article; zbMATH DE number 3271181 (Why is no real title available?)
- An introduction to the regenerative method for simulation analysis
- Concomitant Control Variables Applied to the Regenerative Simulation of Queuing Systems
- Regenerative Simulation with Internal Controls
- Regenerative simulation of response times in networks of queues
- Sensitivity Analysis for Simulations via Likelihood Ratios
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
Cited in
(10)- A variance reduction method based on sensitivity derivatives
- Variance reduction method based on sensitivity derivatives. II.
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