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


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a263766.pdf


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