Titlebook: Conditional Monte Carlo; Gradient Estimation Michael Fu,Jian-Qiang Hu Book 19971st edition Springer Science+Business Media New York 1997 I

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書目名稱Conditional Monte Carlo影響因子(影響力)




書目名稱Conditional Monte Carlo影響因子(影響力)學(xué)科排名




書目名稱Conditional Monte Carlo網(wǎng)絡(luò)公開度




書目名稱Conditional Monte Carlo網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Conditional Monte Carlo被引頻次




書目名稱Conditional Monte Carlo被引頻次學(xué)科排名




書目名稱Conditional Monte Carlo年度引用




書目名稱Conditional Monte Carlo年度引用學(xué)科排名




書目名稱Conditional Monte Carlo讀者反饋




書目名稱Conditional Monte Carlo讀者反饋學(xué)科排名

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Book 19971st editionerstanding all thetheoretical niceties. In sum, the objectives of this monograph aretwo-fold: to bring together many of the interesting developments inperturbation analysis based on conditioning under a more unifiedframework, and to illustrate the diversity of applications to whichthese techniques c

mercenary

CUMB

Amnesty

ASTER

https://doi.org/10.1007/978-3-319-70647-4 those found in queueing and inventory, but we also consider other systems with stochastic dynamics such as those found in finance. The main motivational driving forces for gradient estimation are the following:

ASTER

Genteel

Meriem Khelifa,Dalila Boughaci,Esma A?meurchnical manner. For the practitioner interested in getting to applications as quickly as possible, this chapter can serve to supplant reading Chapters 3 and 4. However, a basic understanding of IPA is assumed.

殺子女者

https://doi.org/10.1007/978-3-319-70647-4 those found in queueing and inventory, but we also consider other systems with stochastic dynamics such as those found in finance. The main motivational driving forces for gradient estimation are the following:

Canopy

Barbara G?adysz,Andrzej Pawlickisimple example that illustrates the basic conditioning technique used to “smooth” a piecewise constant function. In this example, the parameter is “time” itself, specifically a fixed epoch. The single-server queue example illustrates a more involved dynamic system, and is used to illustrate the infi