Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes
Year of publication: |
1998
|
---|---|
Authors: | Nakayama, Marvin K. ; Shahabuddin, Perwez |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 44.1998, 10, p. 1426-1441
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | Simulation | Gradient Estimation | Generalized Semi-Markov Processes |
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