A New Unbiased Stochastic Derivative Estimator for...

A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters

Peng, Yijie, Fu, Michael C., Hu, Jian-Qiang, Heidergott, Bernd
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Language:
english
Journal:
Operations Research
DOI:
10.1287/opre.2017.1674
Date:
February, 2018
File:
PDF, 600 KB
english, 2018
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