Login / Signup

Variance reduction for sensitivity estimates obtained from regenerative simulation.

Viên NguyenMartin I. Reiman
Published in: Oper. Res. Lett. (1993)
Keyphrases
  • variance reduction
  • gradient estimation
  • monte carlo
  • importance sampling
  • confidence intervals
  • sample size
  • random numbers
  • quasi monte carlo
  • stochastic systems
  • bias variance decomposition
  • learning algorithm