Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems

Marvin K. Nakayama, Ambuj Goyal, Peter W. Glynn. Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems. Operations Research, 42(1):137-157, 1994. [doi]

Authors

Marvin K. Nakayama

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Ambuj Goyal

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Peter W. Glynn

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