Conditional Monte Carlo Gradient Estimation and Optimization Applications

Conditional Monte Carlo Gradient Estimation and Optimization Applications / by Michael C. Fu, Jian-Qiang Hu.

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 Authors: Fu, Michael C. (Author), Jian-Qiang Hu (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1997.
Edition:1st ed. 1997.
Series:The Springer International Series in Engineering and Computer Science, 392
Springer eBook Collection.
Subjects:
Computer science—Mathematics.
Probabilities.
System theory.
Calculus of variations.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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