On the variance of single-run unbiased stochastic derivative estimators (Q3386773)
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scientific article; zbMATH DE number 7290853
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| English | On the variance of single-run unbiased stochastic derivative estimators |
scientific article; zbMATH DE number 7290853 |
Statements
7 January 2021
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simulation
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stochastic derivative estimation
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variance
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infinitesimal perturbation analysis
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likelihood ratio method
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0.796842634677887
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0.7924315333366394
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0.747344434261322
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0.7405998706817627
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