Name
Title | ||
|---|---|---|
On the regularity conditions and applications for generalized likelihood ratio method. |
Abstract | ||
|---|---|---|
We compare different sets of regularity conditions required to derive a generalized likelihood ratio method (GLRM) proposed by Peng et al. (2016a), and present additional applications of GLRM. A numerical experiment substantiates that the GLRM can address a broad set of sensitivity estimation problems in a unified framework. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1109/WSC.2016.7822153 | Winter Simulation Conference |
Keywords | Field | DocType |
regularity condition,generalized likelihood ratio method,GLRM,sensitivity estimation problem | Mathematical optimization,Computer science,Generalized likelihood ratio | Conference |
ISSN | ISBN | Citations |
0891-7736 | 978-1-5090-4484-9 | 1 |
PageRank | References | Authors |
0.34 | 4 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Yijie Peng | 1 | 32 | 12.59 |
| Michael C. Fu | 2 | 1161 | 128.16 |
| Jian-Qiang Hu | 3 | 25 | 6.52 |