Glasserman Paul

Paul Glasserman

Information about the author Paul Glasserman will soon be added to the site.
Found 28 papers in total
Generalized semi-Markov processes: Antimatroid structure and second-order properties
1992
A generalized semi-Markov scheme models the structure of a discrete event system, such...
Monotonicity in generalized semi-Markov processes
1992
The authors establish stochastic monotonicity of the event epoch sequences of...
Derivative estimates from simulation of continuous-time Markov chains
1992
Countable-state, continuous-time Markov chains are often analyzed through simulation...
Discrete-time ‘inversion’ and derivative estimation for Markov chains
1990
In estimating functions of continuous-time Markov chains via simulation, one may...
Papers per page: