Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes
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DOI: 10.1287/mnsc.44.10.1426
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References listed on IDEAS
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- Hachicha, Wafik & Ammeri, Ahmed & Masmoudi, Faouzi & Chachoub, Habib, 2010. "A comprehensive literature classification of simulation optimisation methods," MPRA Paper 27652, University Library of Munich, Germany.
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Keywords
Simulation; Gradient Estimation; Generalized Semi-Markov Processes;All these keywords.
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