Likelihood ratio gradient estimation for stochastic systems
Communications of the ACM - Special issue on simulation
The asymptotic efficiency of simulation estimators
Operations Research
Using permutations in regenerative simulations to reduce variance
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on modeling and analysis of stochastic systems
SIMULATION OF PROCESSES WITH MULTIPLE REGENERATION SEQUENCES
Probability in the Engineering and Informational Sciences
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