The score function approach for sensitivity analysis of computer simulation models
Mathematics and Computers in Simulation
Monte Carlo optimization, simulation, and sensitivity of queueing networks
Monte Carlo optimization, simulation, and sensitivity of queueing networks
Infinitesimal perturbation analysis for general discrete event systems
Journal of the ACM (JACM)
Convergence properties of infinitesimal perturbation analysis
Management Science
Sensitivity analysis from sample paths using likelihoods
Management Science
Sampling derivatives of probabilities
Computing
Optimization of stochastic systems via simulation
WSC '89 Proceedings of the 21st conference on Winter simulation
Likelihood ratio gradient estimation for stochastic systems
Communications of the ACM - Special issue on simulation
On line optimization of simulated Markovian processes
Mathematics of Operations Research
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
Derivative estimates from simulation of continuous-time Markov chains
Operations Research
Convergence rates for steady-state derivative estimators
Annals of Operations Research - Special issue on sensitivity analysis and optimization of discrete event systems
Comparing alternative methods for derivative estimation when IPA does not apply directly
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
Smoothed perturbation analysis algorithm for a G/G/1 routing problem
WSC '88 Proceedings of the 20th conference on Winter simulation
Optimization in simulation: a survey of recent results
WSC '87 Proceedings of the 19th conference on Winter simulation
Stochastic approximation for Monte Carlo optimization
WSC '86 Proceedings of the 18th conference on Winter simulation
Likelilood ratio gradient estimation: an overview
WSC '87 Proceedings of the 19th conference on Winter simulation
Discrete optimization in simulation: a method and applications
WSC '92 Proceedings of the 24th conference on Winter simulation
Simulation optimization of (s,S) inventory systems
WSC '92 Proceedings of the 24th conference on Winter simulation
WSC '94 Proceedings of the 26th conference on Winter simulation
WSC '94 Proceedings of the 26th conference on Winter simulation
A tutorial on design and analysis of simulation experiments
WSC '95 Proceedings of the 27th conference on Winter simulation
Statistical issues in simulation
WSC '96 Proceedings of the 28th conference on Winter simulation
The surrogate estimation approach for sensitivity analysis in queueing networks
WSC '93 Proceedings of the 25th conference on Winter simulation
Statistical analysis of simulation output
Proceedings of the 29th conference on Winter simulation
Simulation optimization: methods and applications
Proceedings of the 29th conference on Winter simulation
A review of simulation optimization techniques
Proceedings of the 30th conference on Winter simulation
Gradient estimation for ratios
WSC '91 Proceedings of the 23rd conference on Winter simulation
Comparing alternative methods for derivative estimation when IPA does not apply directly
WSC '91 Proceedings of the 23rd conference on Winter simulation
Bootstrap confidence intervals for ratios of expectations
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge
Discrete Event Dynamic Systems
Stochastic gradient estimation using a single design point
Proceedings of the 38th conference on Winter simulation
Markov models for digraph panel data: Monte Carlo-based derivative estimation
Computational Statistics & Data Analysis
Distributed self-tuning of sensor networks
Wireless Networks
Kernel estimation for quantile sensitivities
Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
Operations Research
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