DocumentCode
3211728
Title
Performance continuity and differentiability in Monte Carlo optimization
Author
Glasserman, Paul
Author_Institution
Harvard University
fYear
1988
fDate
12-14 Dec 1988
Firstpage
518
Lastpage
524
Keywords
Calculus; Discrete event systems; Functional analysis; Monte Carlo methods; Performance analysis; Queueing analysis; Random variables; Stochastic systems; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference Proceedings, 1988 Winter
Print_ISBN
0-911801-42-1
Type
conf
DOI
10.1109/WSC.1988.716212
Filename
716212
Link To Document