Gradient Estimation Via Perturbation Analysis - Paul Glasserman
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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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Description
More Information
| Author | Paul Glasserman |
|---|---|
| Publisher | Springer US |
| Series | The Springer International Series in Engineering and Computer Science |
| Release year | 1990 |
| Cover type | Hardcover |
| EAN | 9780792390954 |