Title :
Performance continuity and differentiability in Monte Carlo optimization
Author :
Glasserman, Paul
Author_Institution :
Harvard University
Keywords :
Calculus; Discrete event systems; Functional analysis; Monte Carlo methods; Performance analysis; Queueing analysis; Random variables; Stochastic systems; Sufficient conditions;
Conference_Titel :
Simulation Conference Proceedings, 1988 Winter
Print_ISBN :
0-911801-42-1
DOI :
10.1109/WSC.1988.716212