Generalized estimates for performance sensitivities of stochastic systems (Q1111513)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized estimates for performance sensitivities of stochastic systems |
scientific article |
Statements
Generalized estimates for performance sensitivities of stochastic systems (English)
0 references
1988
0 references
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.
0 references
estimates
0 references
performance sensitivities
0 references
stochastic systems
0 references
rate of convergence
0 references
0 references
0 references
0 references
