On the Convergence Rates of IPA and FDC Derivative Estimators
type: Item
instance of: scholarly article
title: On the Convergence Rates of IPA and FDC Derivative Estimators
zbMATH Open document ID: 0863.65096
author: Pierre L'Ecuyer
author: Gaétan Perron
published in: Operations Research
publication date: 1995-02-06T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65D25
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 710918
zbMATH Keywords: discrete-event stochastic systems
zbMATH Keywords: infinitesimal perturbation analysis
zbMATH Keywords: derivative estimation
zbMATH Keywords: finite difference scheme
zbMATH Keywords: common random numbers
zbMATH Keywords: convergence
zbMATH Keywords: performance measures
zbMATH Keywords: truncated-horizon estimators
MaRDI profile type: Publication
full work available at URL: opre.42.4.643
OpenAlex ID: W2029259308
DOI: 10.1287/OPRE.42.4.643
description: scientific article; zbMATH DE number 710918