Generalized estimates for performance sensitivities of stochastic systems (Q1111513): Difference between revisions
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| Language | Label | Description | Also known as |
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| English | Generalized estimates for performance sensitivities of stochastic systems |
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Generalized estimates for performance sensitivities of stochastic systems (English)
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1988
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Three kinds of estimates for performance sensitivities (gradients, Hessians etc.) of stochastic systems are introduced. These estimates are given in general operator form. Their convergence conditions and rate of convergence are presented. Particular attention is given to estimates obtained from a single sample path. Various examples of estimates are considered.
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estimates
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performance sensitivities
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stochastic systems
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rate of convergence
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