A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters
Peng, Yijie, Fu, Michael C., Hu, Jian-Qiang, Heidergott, BerndLanguage:
english
Journal:
Operations Research
DOI:
10.1287/opre.2017.1674
Date:
February, 2018
File:
PDF, 600 KB
english, 2018