Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs
Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
| Year of publication: |
2025
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|---|---|
| Authors: | Peng, Yijie ; Fu, Michael ; Hu, Jiaqiao ; L'Ecuyer, Pierre ; Tuffin, Bruno |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 321.2025, 2 (1.3.), p. 493-502
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| Subject: | Discontinuous sample performance | Generalized likelihood ratio method | Simulation | Stochastic derivative estimation | Uniform random numbers | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015408418