Optimal mean squared error analysis of the harmonic gradient estimators

DOI10.1007/BF02207781zbMath0791.93011MaRDI QIDQ1321487

Jacobson, Sheldon H.

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

harmonic gradient estimatorsmean squared error analysis

Mathematics Subject Classification ID

System structure simplification (93B11)

Related Items (5)

Variance and bias reduction techniques for the harmonic gradient estimator ⋮ An approximation method for a single server queue with cyclically indexed arrival and service rates ⋮ Unnamed Item ⋮ Optimization via simulation: A review ⋮ Second derivative estimation using harmonic analysis

Cites Work

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• Variance and bias reduction techniques for the harmonic gradient estimator
• Sequences of contractions and fixed points
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• The Efficiency of One Long Run Versus Independent Replications in Steady-State Simulation
• Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices
• Driving Frequency Selection for Frequency Domain Simulation Experiments
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Convergence Results for Harmonic Gradient Estimators

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