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Publications by Marvin K. Nakayama

Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes

Management Science

Management Science

Operations Research

English

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Maximum Likelihood Estimation for General Hidden Semi-Markov Processes With Backward Recurrence Time Dependence

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Time and Ratio Expected Average Cost Optimality for Semi-Markov Control Processes on Borel Spaces

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Likelihood Ratio Derivative Estimators for Stochastic Systems

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Generalized Likelihood Uncertainty Estimation (GLUE) Using Adaptive Markov Chain Monte Carlo Sampling

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Limit Theorems for Semi-Markov Processes

Transactions of the American Mathematical Society

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Moment Closure and Finite-Time Blowup for Piecewise Deterministic Markov Processes

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Large Deviations for Occupation Measures of Markov Processes: Discrete Time, Noncompact Case

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Efficient Log Likelihood Ratio Estimation for Polar Codes

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Existence of Invariant Measures for Markov Processes. II

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