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Permuted derivative and importance-sampling estimators for regenerative simulations
Calvin, James M.; Nakayama, Marvin K. - In: European journal of operational research : EJOR 156 (2004) 2, pp. 390-414
Persistent link: https://www.econbiz.de/10006647905
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ARTICLES - Central Limit Theorems for Permuted Regenerative Estimators
Calvin, James M.; Nakayama, Marvin K. - In: Operations research : the journal of the Operations … 48 (2000) 5, pp. 776-787
Persistent link: https://www.econbiz.de/10006419088
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On Derivative Estimation of the Mean Time to Failure in Simulations of Highly Reliable Markovian Systems
Nakayama, Marvin K. - In: Operations research : the journal of the Operations … 46 (1998) 2, pp. 285-290
Persistent link: https://www.econbiz.de/10006419919
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Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
Nakayama, Marvin K.; Goyal, Ambuj; Glynn, Peter W. - In: Operations research : the journal of the Operations … 42 (1994) 1, pp. 137-147
Persistent link: https://www.econbiz.de/10006421055
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Likelihood Ratio Derivative Estimation for Finite- Time Performance Measures in Generalized Semi-Markov Processes
Nakayama, Marvin K.; Shahabuddin, Perwez - In: Management science : journal of the Institute for … 44 (1998) 10, pp. 1426-1441
Persistent link: https://www.econbiz.de/10006098428
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Asymptotics of Likelihood Ratio Derivative Estimators in Simulations of Highly Reliable Markovian Systems
Nakayama, Marvin K. - In: Management science : journal of the Institute for … 41 (1995) 3, pp. 524-554
Persistent link: https://www.econbiz.de/10006103063
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Two-stage Stopping Procedures Based on Standardized Time Series
Nakayama, Marvin K. - In: Management science : journal of the Institute for … 40 (1994) 9, pp. 1189
Persistent link: https://www.econbiz.de/10006104859
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Fixed-width multiple-comparison procedures using common random numbers for steady-state simulations
Nakayama, Marvin K. - In: European Journal of Operational Research 182 (2007) 3, pp. 1330-1349
Persistent link: https://www.econbiz.de/10005151390
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Permuted derivative and importance-sampling estimators for regenerative simulations
Calvin, James M.; Nakayama, Marvin K. - In: European Journal of Operational Research 156 (2004) 2, pp. 390-414
Persistent link: https://www.econbiz.de/10005158424
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A sampling procedure to estimate risk probabilities in access-control security systems
Jacobson, Sheldon H.; Kobza, John E.; Nakayama, Marvin K. - In: European Journal of Operational Research 122 (2000) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10005277760