Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems (Q4272893)
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scientific article; zbMATH DE number 473031
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| English | Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems |
scientific article; zbMATH DE number 473031 |
Statements
Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems (English)
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2 January 1994
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finite-difference sensitivity estimators
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mean square error
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optimal increments
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finite-horizon experiments
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regenerative systems
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steady- state estimation
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ratio estimators
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performance analysis
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0.7902203798294067
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0.7837064862251282
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0.7824759483337402
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0.7808691263198853
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0.7786744236946106
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