Glasserman P.

P. Glasserman

Information about the author P. Glasserman will soon be added to the site.
Found 2 papers in total
Corrected diffusion approximations for a multistage production–inventory system
Corrected diffusion approximations for a multistage production–inventory system
1997
We analyze a multistage inventory system with limited production capacity facing...
Smoothed perturbation analysis for a class of discrete-event systems
Smoothed perturbation analysis for a class of discrete-event systems
1990
This paper develops a gradient estimation procedure for a general class of stochastic...
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