Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116) - Hardcover

Glasserman, Paul

 
9780792390954: Gradient Estimation Via Perturbation Analysis (The Springer International Series in Engineering and Computer Science, 116)

Synopsis

If X(6) is, say, a service time at a queue, one would typically be able toobserve X(6) ... But if it depends only on X(6) it can be "observed" indirectly....

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