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Efficient simulation algorithms for optimization of discrete event systems based on measure-valued differentiation
Farenhorst-Yuan, Taoying - 2010
Persistent link: https://www.econbiz.de/10003954959
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Real-time ambulance relocation : assessing real-time redeployment strategies for ambulance relocation
Barneveld, Thije van; Jagtenberg, Caroline; Bhulai, Sandjai - In: Socio-economic planning sciences : the international … 62 (2018), pp. 129-142
Persistent link: https://www.econbiz.de/10011849736
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A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd; Volk-Makarewicz, Warren - In: Mathematics of operations research 41 (2016) 1, pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
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A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie; Fu, Michael; Hu, Jian-Qiang; Heidergott, Bernd - In: Operations research 66 (2018) 2, pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
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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