Likelihood ratio gradient estimation for stochastic systems
Communications of the ACM - Special issue on simulation
WSC '92 Proceedings of the 24th conference on Winter simulation
Identifying policies that are most likely to produce a desirable outcome
WSC '94 Proceedings of the 26th conference on Winter simulation
An overview of derivative estimation
WSC '91 Proceedings of the 23rd conference on Winter simulation
Performance continuity and differentiability in Monte Carlo optimization
WSC '88 Proceedings of the 20th conference on Winter simulation
Control variate models for sensitivity estimates of repairable item systems
WSC '87 Proceedings of the 19th conference on Winter simulation
Sensitivity analysis for transient single server queuing models using an interpolation approach
WSC '04 Proceedings of the 36th conference on Winter simulation
An efficient performance extrapolation for queuing models in transient analysis
WSC '05 Proceedings of the 37th conference on Winter simulation
Markov models for digraph panel data: Monte Carlo-based derivative estimation
Computational Statistics & Data Analysis
Sensitivity analysis and the “what if” problem in simulation analysis
Mathematical and Computer Modelling: An International Journal
Generalized estimates for performance sensitivities of stochastic systems
Mathematical and Computer Modelling: An International Journal
Uniformization and performance sensitivity estimation in closed queueing networks
Mathematical and Computer Modelling: An International Journal
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