Conditional Monte Carlo
Subtitle: gradient estimation and optimization applications
By: Michael Fu, Jian-Qiang Hu.
Contributors: Hu, Jian-Qiang, 1963-
Series: The Kluwer international series in engineering and computer science ;; SECS 392.; Discrete event dynamic systems; Kluwer international series in engineering and computer science ;; SECS 392.; Kluwer international series in engineering and computer science.
Publisher: Kluwer Academic Publishers
Published: 1997
Place of publication: Boston
Language: eng
Number of pages: 399
Subjects: System analysis; Control theory; Conjugate gradient methods; Perturbation (Mathematics)
Notes: Includes bibliographical references (p. 367-394) and index.