Pages that link to "Item:Q4272893"
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The following pages link to Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems (Q4272893):
Displaying 14 items.
- Unbiased and efficient Greeks of financial options (Q483704) (← links)
- Approximate computation of Madaline sensitivity based on discrete stochastic technique (Q543093) (← links)
- Gradient estimation using Lagrange interpolation polynomials (Q927219) (← links)
- Sensitivity analysis and the ``what if'' problem in simulation analysis (Q1124234) (← links)
- Optimal mean squared error analysis of the harmonic gradient estimators (Q1321487) (← links)
- Perturbation analysis of the \(GI/GI/1\) queue (Q1342953) (← links)
- Sensitivity analysis of stationary performance measures for Markov chains (Q1922200) (← links)
- Screening: from tornado diagrams to effective dimensions (Q2079432) (← links)
- Gradient estimation schemes for noisy functions (Q2583201) (← links)
- Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations (Q2661588) (← links)
- An asymptotic test of optimality conditions in multiresponse simulation optimization (Q2815429) (← links)
- Convergence of parameter sensitivity estimates in a stochastic experiment (Q3692660) (← links)
- Finite-time matrix convolution integral sensitivity calculations (Q3807066) (← links)
- Two-point methods for assessing variability in simulation output (Q4212975) (← links)
