A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
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Publication:3357509
DOI10.1287/mnsc.36.11.1364zbMath0731.65130OpenAlexW2118000334MaRDI QIDQ3357509
Publication date: 1990
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.36.11.1364
simulationlikelihood ratioinfinitesimal perturbation analysisdiscrete event systemsscore functiongradient estimation
Numerical optimization and variational techniques (65K10) Queueing theory (aspects of probability theory) (60K25) Reliability and life testing (62N05) Probabilistic methods, stochastic differential equations (65C99)
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