Variance and bias reduction techniques for the harmonic gradient estimator

DOI10.1016/0096-3003(93)90019-BzbMath0768.93003OpenAlexW2028562471MaRDI QIDQ2365616

Jacobson, Sheldon H.

Publication date: 29 June 1993

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(93)90019-b

zbMATH Keywords

queueing systemsimulation modelsinventory systemgradient estimation techniques

Mathematics Subject Classification ID

Related Items (7)

Analyzing the \(M/M/1\) queue in frequency domain experiments ⋮ An approximation method for a single server queue with cyclically indexed arrival and service rates ⋮ A comparison of frequency domain methodology and conventional factor screening methods ⋮ Optimization via simulation: A review ⋮ Second derivative estimation using harmonic analysis ⋮ The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling ⋮ Optimal mean squared error analysis of the harmonic gradient estimators

Cites Work

• Optimal mean squared error analysis of the harmonic gradient estimators
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Driving Frequency Selection for Frequency Domain Simulation Experiments
• Some Guidelines and Guarantees for Common Random Numbers
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
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