Importance sampling for stochastic simulations
Management Science
Likelihood ratio gradient estimation for stochastic systems
Communications of the ACM - Special issue on simulation
A unified view of the IPA, SF, and LR gradient estimation techniques
Management Science
How to optimize discrete-event systems from a single sample path by the score function method
Annals of Operations Research
Acceleration of stochastic approximation by averaging
SIAM Journal on Control and Optimization
Estimating small cell-loss ratios in ATM switches via importance sampling
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Combining the Stochastic Counterpart and Stochastic ApproximationMethods
Discrete Event Dynamic Systems
Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge
Discrete Event Dynamic Systems
Efficient simulated maximum likelihood with an application to online retailing
Statistics and Computing
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