Gradient and parameter sensitivity estimation for systems evaluated using Monte Carlo analysis

Reliability Engineering and System Safety

Volumn 91, Issue 5, 2006, Pages 594-601

  Ahammed, Mukshed ^a   Melchers, Robert E ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

Gradients; Monte Carlo; Parameters; Sensitivities; Simulation; System performance

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; EVALUATION; MONTE CARLO METHODS;

GRADIENTS; MONTE CARLO; PARAMETERS; SENSITIVITIES; SYSTEM PERFORMANCE;

PARAMETER ESTIMATION;

EID: 31544470352     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2005.04.005     Document Type: Article

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6. S.H. Crandall Engineering analysis 1956 McGraw-Hill Book Co. New York
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