Accession Number : ADA263766
Title : Gradient Estimation for Regenerative Processes
Descriptive Note : Technical rept.
Corporate Author : STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH
Personal Author(s) : Glasserman, Paul ; Glynn, Peter W
Report Date : Aug 1992
Pagination or Media Count : 12
Abstract : This paper is concerned with gradient estimation techniques for steady-state performance measures associated with regenerative stochastic processes. The principal emphasis is on the discussion of conditions under which likelihood ratio methods and infinitesimal perturbation analysis techniques are valid.... Regenerative processes, Perturbation analysis, Likelihood ratios.
Descriptors : *GRADIENTS , *STOCHASTIC PROCESSES , PAPER , PERTURBATIONS , RATIOS , STEADY STATE
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE