Automated estimation and variance reduction for steady-state simulations.
Rowena AñonuevoBarry L. NelsonPublished in: WSC (1986)
Keyphrases
- steady state
- variance reduction
- markov chain
- importance sampling
- gradient estimation
- monte carlo
- operating conditions
- explicit expressions
- product form
- sample size
- arrival process
- arrival rate
- queueing networks
- fluid model
- parameter estimation
- mathematical analysis
- naive bayes classifier
- probabilistic inference
- special case