Showing 1 - 3 of 3
This paper investigates the likelihood ratio method for estimating derivatives of finite-time performance measures in generalized semi-Markov processes (GSMPs). We develop readily verifiable conditions for the applicability of this method. Our conditions mainly place restrictions on the basic...
Persistent link: https://www.econbiz.de/10009203839
Persistent link: https://www.econbiz.de/10011777843
Persistent link: https://www.econbiz.de/10012107789