Conditional Monte Carlo : Gradient Estimation and Optimization Applications /

Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing...

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Bibliographic Details

Main Author:	Fu, Michael
Corporate Author:	SpringerLink (Online service)
Other Authors:	Hu, Jianqiang
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 1997.
Series:	Springer International Series in Engineering and Computer Science, Discrete Event Dynamic Systems ; 392.
Subjects:	Computer science. Computational complexity. System theory. Mathematical optimization. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book