Variance and bias reduction techniques for the harmonic gradient estimator

DOI10.1016/0096-3003(93)90019-BzbMATH Open0768.93003OpenAlexW2028562471MaRDI QIDQ2365616FDOQ2365616

Authors Sheldon H. Jacobson

Publication date 29 June 1993

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(93)90019-b

zbMATH Keywords

queueing systemsimulation modelsinventory systemgradient estimation techniques

Mathematics Subject Classification ID

Recommendations

• Optimal mean squared error analysis of the harmonic gradient estimators
• Conditioning for variance reduction in estimating the sensitivity of simulations
• Variance reduction for sensitivity estimates obtained from regenerative simulation
• Comparison of gradient estimation techniques for queues with non- identical servers
• Second derivative estimation using harmonic analysis

Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Driving Frequency Selection for Frequency Domain Simulation Experiments
• Optimal mean squared error analysis of the harmonic gradient estimators
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Some Guidelines and Guarantees for Common Random Numbers

Cited in

(12)

• Second derivative estimation using harmonic analysis
• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
• Optimal mean squared error analysis of the harmonic gradient estimators
• An approximation method for a single server queue with cyclically indexed arrival and service rates
• Minimizing the bias and variance of the gradient estimate in RSM simulation studies
• Variance reduction for sensitivity estimates obtained from regenerative simulation
• Optimization via simulation: A review
• Regression models augmented with direct stochastic gradient estimators
• Phantom harmonic gradient estimators for nonpreemptive priority queueing systems
• Convergence Results for Harmonic Gradient Estimators
• Analyzing the \(M/M/1\) queue in frequency domain experiments
• A comparison of frequency domain methodology and conventional factor screening methods

This page was built for publication: Variance and bias reduction techniques for the harmonic gradient estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2365616)