A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott

Year of publication:	March-April 2018
Authors:	Peng, Yijie ; Fu, Michael ; Hu, Jian-Qiang ; Heidergott, Bernd
Published in:	Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 66.2018, 2, p. 487-499
Subject:	simulation \| stochastic derivative estimation \| discontinuous sample performance \| likelihood ratio \| perturbation analysis \| weak derivative \| Derivat \| Derivative \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Stichprobenerhebung \| Sampling \| Simulation \| Monte-Carlo-Simulation \| Monte Carlo simulation

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