"On performance potentials and conditional Monte Carlo for gradient ..."

Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu (1999)

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DOI: 10.1023/A%3A1018985019884

access: closed

type: Journal Article

metadata version: 2020-08-13

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Xi-Ren Cao, Michael C. Fu, Jian-Qiang Hu:
On performance potentials and conditional Monte Carlo for gradient estimationfor Markov chains. Ann. Oper. Res. 87: 263-272 (1999)

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