"Variance comparison between infinitesimal perturbation analysis and ..."

Zhenyu Cui, Yanchu Liu, Ruodu Wang (2022)

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DOI: 10.1016/J.ORL.2022.01.012

access: closed

type: Journal Article

metadata version: 2022-04-01

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Zhenyu Cui, Yanchu Liu, Ruodu Wang:
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Oper. Res. Lett. 50(2): 199-204 (2022)

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