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Search: subject:"Stochastic derivative estimation"
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Estimation theory
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Derivat
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stochastic derivative estimation
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likelihood ratio method
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Fu, Michael
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European journal of operational research : EJOR
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INFORMS journal on computing : JOC
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ECONIS (ZBW)
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Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs
Peng, Yijie
;
Fu, Michael
;
Hu, Jiaqiao
;
L'Ecuyer, Pierre
; …
- In:
European journal of operational research : EJOR
321
(
2025
)
2
,
pp. 493-502
Persistent link: https://www.econbiz.de/10015408418
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2
On the variance of single-run unbiased stochastic derivative estimators
Cui, Zhenyu
;
Fu, Michael
;
Hu, Jian-Qiang
;
Liu, Yanchu
; …
- In:
INFORMS journal on computing : JOC
32
(
2020
)
2
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012242769
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3
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
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