Gradient estimation for ratios
暂无分享,去创建一个
[1] Rupert G. Miller. The jackknife-a review , 1974 .
[2] D. Iglehart. Simulating stable stochastic systems, V: Comparison of ratio estimators , 1975 .
[3] Linus Schrage,et al. A guide to simulation , 1983 .
[4] Paul Bratley,et al. A guide to simulation , 1983 .
[5] Paul Bratley,et al. A guide to simulation (2nd ed.) , 1986 .
[6] Xi-Ren Cao,et al. Convergence properties of infinitesimal perturbation analysis , 1988 .
[7] A. W. Kemp,et al. Applied Probability and Queues , 1989 .
[8] P. Glynn,et al. Simulating discounted costs , 1989 .
[9] Alan Weiss,et al. Sensitivity Analysis for Simulations via Likelihood Ratios , 1989, Oper. Res..
[10] S. Asmussen,et al. Applied Probability and Queues , 1989 .
[11] Ronald W. Wolff,et al. Stochastic Modeling and the Theory of Queues , 1989 .
[12] P. L’Ecuyer,et al. A Unified View of the IPA, SF, and LR Gradient Estimation Techniques , 1990 .
[13] Peter W. Glynn,et al. Likelihood ratio gradient estimation for stochastic systems , 1990, CACM.
[14] Paul Glasserman,et al. Gradient Estimation Via Perturbation Analysis , 1990 .
[15] P. Glynn,et al. Stochastic Optimization by Simulation: Convergence Proofs and Experimental Results for the GI/G/1 Queue in Steady-State , 1991 .
[16] Pierre L'Ecuyer,et al. An overview of derivative estimation , 1991, 1991 Winter Simulation Conference Proceedings..
[17] Philip Heidelberger,et al. Jackknifing under a Budget Constraint , 1989, INFORMS J. Comput..
[18] Philip Heidelberger,et al. A Unified Framework for Simulating Markovian Models of Highly Dependable Systems , 1992, IEEE Trans. Computers.
[19] P. Glynn. LIKELIHOOD RATIO GRADIENT ESTIMATION : AN OVERVIEW by , 2022 .