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Search: subject:"Generalized likelihood ratio method"
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European journal of operational research : EJOR
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Generalized
likelihood
ratio
method
for stochastic models with uniform random numbers as inputs
Peng, Yijie
;
Fu, Michael
;
Hu, Jiaqiao
;
L'Ecuyer, Pierre
; …
- In:
European journal of operational research : EJOR
321
(
2025
)
2
,
pp. 493-502
Persistent link: https://www.econbiz.de/10015408418
Saved in:
2
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
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