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Simulation and sensitivity estimation

  • Georg Ch. Pflug
Part of the The Kluwer International Series in Engineering and Computer Science book series (SECS, volume 373)

Abstract

We will use the word simulation exclusively for the technique to mimic a random process on a computer. Since a computer is a deterministic machine, true randomness cannot be produced. Instead, one uses algorithms, which produce values which are (to a certain extent) indistinguishable from realizations of genuine random processes.

Keywords

Markov Process Score Function Unbiased Estimate Variance Reduction Discrete Event System 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Georg Ch. Pflug

There are no affiliations available

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