Stochastic Optimization by Simulation: Convergence Proofs for the GI-G-1 Queue in Steady-state
Year of publication: |
1994
|
---|---|
Authors: | Ecuyer, Pierre L' ; Glynn, Peter W. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 40.1994, 11, p. 1562
|
Saved in:
Saved in favorites
Similar items by person
-
Stochastic optimization by simulation: Numerical experiments with the MIMI-1 Queue in steady-state
Ecuyer, Pierre L', (1994)
-
Stochastic optimization by simulation : convergence proofs for the GI/G/1 queue in steady-state
L'Ecuyer, Pierre, (1994)
-
A Dynamic Programming Procedure for Pricing American-Style Asian Options
Ben-Ameur, Hatem, (2002)
- More ...