Estimating the mean of a non-linear function of conditional expectation

Proceedings - Winter Simulation Conference

Volumn , Issue , 2009, Pages 1223-1236

  Hong, L Jeff ^a   Juneja, Sandeep ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b TATA INSTITUTE OF FUNDAMENTAL RESEARCH   (India)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL BUDGET; CONDITIONAL EXPECTATION; CONVERGENCE RATES; ESTIMATION METHODS; FINITE SET; KERNEL BASED METHODS; NESTED SIMULATION; NONLINEAR FUNCTIONS;

BLOCK CODES; FUNCTIONS; MEAN SQUARE ERROR; RANDOM PROCESSES; SET THEORY;

ESTIMATION;

EID: 77951521347     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2009.5429428     Document Type: Conference Paper

References (7)

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