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Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
12 references·0 citing·42 second hop
Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems (1994)Likelihood Ratio Sensitivity Analysis for…Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State (1994)Stochastic Optimization by Si…Likelihood ratio gradient estimation for stochastic systems (1990)Likelihood ratio gradient est…A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)A Unified View of the IPA, SF…Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Sensitivity Analysis for Simu…Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models (1989)Sensitivity Analysis and Perf…Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue (1989)Perturbation analysis: the st…Importance Sampling for Stochastic Simulations (1989)Importance Sampling for Stoch…Measure specific dynamic importance sampling for availability simulations (1987)Measure specific dynamic impo…Likelilood ratio gradient estimation (1987)Likelilood ratio gradient est…The score function approach for sensitivity analysis of computer simulation models (1986)The score function approach f…Discrete time methods for simulating continuous time Markov chains (1976)Discrete time methods for sim…Simulating Stable Stochastic Systems, II: Markov Chains (1974)Simulating Stable Stochastic …Point Processes and Queues (1981)Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Chapter 5 Performance evaluation of production networks (1993)Estimating Quantile Sensitivities (2008)Simulating Stable Stochastic Systems, I: General Multiserver Queues (1974)Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations (1975)On-Line Optimization of Simulated Markovian Processes (1990)Using a standard clock technique for efficient simulation (1991)Techniques for fast simulation of models of highly dependable systems (2001)The Analysis of Simulation-Generated Time Series (1967)Principles of Operations Research. (1970)Principles of Operations Research. (1970)Confidence intervals in discrete event simulation: A comparison of replication and batch means (1977)Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures (1982)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Simulation Modeling and Analysis. (1983)Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)A tutorial on simulation optimization (1992)STOCHASTIC APPROXIMATION (2005)Chapter 19 Gradient Estimation (2006)Nested Partitions Method for Stochastic Optimization (2000)A review of simulation optimization techniques (2002)Simulation optimization: A comprehensive review on theory and applications (2004)Introduction to Stochastic Processes (2014)Fundamentals of Queueing Theory. (1977)Fundamentals of Queueing Theory. (1986)Sensitivity analysis and the “what if” problem in simulation analysis (1989)Optimization of static simulation models by the score function method (1990)Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (2019)A Guide to Simulation. (1985)A guide to simulation (2nd ed.) (1986)Active Nonlinear Tests (ANTs) of Complex Simulation Models (1998)On loss functions and ranking forecasting performances of multivariate volatility models (2012)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)Personal communication (1989)Sample-path optimization of convex stochastic performance functions (1996)Perturbation realization, potentials, and sensitivity analysis of Markov processes (1997)Nelder-Mead Simplex Modifications for Simulation Optimization (1996)Simulation optimization methodologies (1999)Fast simulation of rare events in queueing and reliability models (1995)Simulation-based optimization of Markov reward processes (2001)
this work references cited by second hop

References

  • 1989Importance Sampling for Stochastic Simulations635 cited
  • 1990Likelihood ratio gradient estimation for stochastic systems381 cited
  • 1989Sensitivity Analysis for Simulations via Likelihood Ratios253 cited
  • 1987Likelilood ratio gradient estimation219 cited
  • 1990A Unified View of the IPA, SF, and LR Gradient Estimation Techniques211 cited
  • 1989Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue211 cited
  • 1989Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models179 cited
  • 1976Discrete time methods for simulating continuous time Markov chains99 cited
  • 1974Simulating Stable Stochastic Systems, II: Markov Chains98 cited
  • 1986The score function approach for sensitivity analysis of computer simulation models95 cited
  • 1994Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State90 cited
  • 1987Measure specific dynamic importance sampling for availability simulations48 cited

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