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  • Search: subject:"Variance comparison"
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Estimation theory 1 Infinitesimal perturbation analysis 1 Likelihood ratio 1 Mathematical programming 1 Mathematische Optimierung 1 Option delta 1 Schätztheorie 1 Stochastic gradient 1 Stochastic process 1 Stochastischer Prozess 1 Variance comparison 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Cui, Zhenyu 1 Liu, Yanchu 1 Wang, Ruodu 1
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Operations research letters 1
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Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu - In: Operations research letters 50 (2022) 2, pp. 199-204
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