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Accession Number:
AD0612943
Title:
A GRADIENT TECHNIQUE OF ADAPTIVE MONTE CARLO,
Corporate Author:
SYSTEM DEVELOPMENT CORP SANTA MONICA CALIF
Report Date:
1965-01-29
Abstract:
A technique of Monte Carlo estimation is presented which is adaptive in the sense that its efficiency increases as the sampling proceeds. It is based on sequentially estimating the gradient of the variance and following the path of steepest descent. The technique is applied to a problem of estimating the survival probability of a repairable machine. Author
Descriptive Note:
Professional paper,
Pages:
0022
File Size:
0.00MB
