Optimization and Sensitivity Analysis of Computer Similation Models by the Score Function Method
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Other versions of this item:
- Kleijnen, Jack P. C. & Rubinstein, Reuven Y., 1996. "Optimization and sensitivity analysis of computer simulation models by the score function method," European Journal of Operational Research, Elsevier, vol. 88(3), pages 413-427, February.
- Kleijnen, J.P.C. & Rubinstein, R.Y., 1995. "Optimization and sensitivity analysis of computer simulation models by the score function method," Discussion Paper 1995-13, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Rubinstein, Y.R. & Kreimer, J., 1983. "About one Monte Carlo method for solving linear equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 25(4), pages 321-334.
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- repec:eee:reensy:v:169:y:2018:i:c:p:437-450 is not listed on IDEAS
- Tan, S.Y.G.L. & van Oortmarssen, G.J. & Piersma, N., 2000. "Estimting parameters of a microsimulation model for breast cancer screening using the score function method," Econometric Institute Research Papers EI 2000-35/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- repec:eee:reensy:v:119:y:2013:i:c:p:305-315 is not listed on IDEAS
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- Arsham Hossein, 2007. "Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations," Monte Carlo Methods and Applications, De Gruyter, vol. 13(3), pages 173-195, August.
- Shih, Neng-Hui, 1999. "The sensitivity analysis of binary networks via simulation," European Journal of Operational Research, Elsevier, vol. 114(3), pages 602-609, May.
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