On the small-sample optimality of multiple-regeneration estimators

Authors:
James M. Calvin;Peter W. Glynn;Marvin K. Nakayama
Affiliations:
Department of Computer and Information Science, New Jersey Institute of Technology, Newark, NJ;Department of Engineering Economic Systems and Operations Research, Stanford University, Stanford, CA;Department of Computer and Information Science, New Jersey Institute of Technology, Newark, NJ
Venue:
Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 1
Year:
1999

Likelihood ratio gradient estimation for stochastic systems

Communications of the ACM - Special issue on simulation
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
Central Limit Theorems for Permuted Regenerative Estimators

Operations Research

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