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"Smoothed perturbation analysis derivative estimation for Markov chains."

Michael C. Fu, Jian-Qiang Hu (1994)

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DOI: 10.1016/0167-6377(94)90084-1

access: closed

type: Journal Article

metadata version: 2019-11-20

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Michael C. Fu, Jian-Qiang Hu:
Smoothed perturbation analysis derivative estimation for Markov chains. Oper. Res. Lett. 15(5): 241-251 (1994)

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