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):

Report Date:

1992-08-01

Pagination or Media Count:

12.0

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.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE