On the Convergence Rates of IPA and FDC Derivative Estimators (Q4319753)
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scientific article; zbMATH DE number 710918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Convergence Rates of IPA and FDC Derivative Estimators |
scientific article; zbMATH DE number 710918 |
Statements
On the Convergence Rates of IPA and FDC Derivative Estimators (English)
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6 February 1995
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discrete-event stochastic systems
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infinitesimal perturbation analysis
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derivative estimation
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finite difference scheme
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common random numbers
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convergence
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performance measures
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truncated-horizon estimators
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