Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations
Published Online:19 Nov 2009https://doi.org/10.1287/opre.1090.0739
Supplemental Material
opre.1090.0739-sm-ec.pdf (224 KB)
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Volume 58, Issue 2
March-April 2010
Pages iii-514
Article Information
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- Received:October 01, 2007
- Accepted:April 01, 2009
- Published Online:November 19, 2009
Copyright © 2010, INFORMS
Cite as
L. Jeff Hong, Guangwu Liu, (2009) Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations. Operations Research 58(2):357-370.
https://doi.org/10.1287/opre.1090.0739
Keywords
