Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation

Lei, L; Peng, YJ; Fu, MC; Hu, JQ

Lei, L (reprint author), Fudan Univ, Sch Management, 670 Guoshun Rd, Shanghai 200433, Peoples R China.

DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS, 2018; 28 (1): 109

Abstract

We provide applications of the generalized likelihood ratio (GLR) method proposed in Peng et al. (2016c) to distribution sensitivity estimation for bo......

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