Conditional Monte Carlo

Gradient Estimation and Optimization Applications

Authors:

ISBN: 978-1-4613-7889-1 (Print) 978-1-4615-6293-1 (Online)

Table of contents (8 chapters)

  1. Front Matter

    Pages i-xv

  2. No Access

    Chapter

    Pages 1-32

    Introduction

  3. No Access

    Chapter

    Pages 33-72

    Three Extended Examples

  4. No Access

    Chapter

    Pages 73-131

    Conditional Monte Carlo Gradient Estimation

  5. No Access

    Chapter

    Pages 133-180

    Links to Other Settings

  6. No Access

    Chapter

    Pages 181-204

    Synopsis and Preview

  7. No Access

    Chapter

    Pages 205-284

    Queueing Systems

  8. No Access

    Chapter

    Pages 285-314

    (s, S) Inventory Systems

  9. No Access

    Chapter

    Pages 315-365

    Other Applications

  10. Back Matter

    Pages 367-399