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Likelihood Ratio Derivative Estimators For Stochastic Systems - Simulation Conference Proceedings, 1989. Winter
| Content Provider | Semantic Scholar |
|---|---|
| Author | Musselman, Kenneth J. Heidelberger, Philip |
| Copyright Year | 2004 |
| Abstract | This paper discusses likelihookatiederivative estimation techniques for stochastic systems. After a brief review of the basic concepts, likelihood-ratiu-derivative estimators are presented for the following classes of stochastic processes: time homogeneous discrete-time Markov chains, non-time-homogeneous discrete-time Markov chains, timehomogeneous continuous-time Markov chains, semi-Markov processes, nontime-homogeneous continuous-time Markov chains, and generalized semi-Markov processes. L |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://www.computer.org/csdl/proceedings/wsc/1989/58/00/00718702.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |