Gradient estimation for applied Monte Carlo analyses-Reference-Cited by-同舟云学术

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Gradient estimation for applied Monte Carlo analyses

Published:2002-12 Issue:3 Volume:78 Page:283-288
ISSN:0951-8320
Container-title:Reliability Engineering & System Safety
language:en
Short-container-title:Reliability Engineering & System Safety

Author:

Melchers Robert E.,Ahammed Mukshed

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Safety, Risk, Reliability and Quality

Reference6 articles.

1. Risk assessment for automotive LPG facilities;Melchers,1995

2. Structural reliability analysis and prediction;Melchers,1999

3. Simulation and the Monte Carlo method;Rubinstein,1981

4. Gradient estimation via perturbation analysis;Glasserman,1991

5. Response surface methodology;Myer,1977

Cited by 11 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk optimization using the Chernoff bound and stochastic gradient descent;Reliability Engineering & System Safety;2022-07

2. Gradient of Error Probability of $M$-ary Hypothesis Testing Problems Under Multivariate Gaussian Noise;IEEE Signal Processing Letters;2020

3. Probability of failure sensitivity analysis using polynomial expansion;Probabilistic Engineering Mechanics;2017-04

4. COSSAN: A Multidisciplinary Software Suite for Uncertainty Quantification and Risk Management;Handbook of Uncertainty Quantification;2017

5. COSSAN: A Multidisciplinary Software Suite for Uncertainty Quantification and Risk Management;Handbook of Uncertainty Quantification;2015

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