Generalized estimates for performance sensitivities of stochastic systems

2Citations
Citations of this article
5Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Three kinds of estimates for performance sensitivities (gradients, Hessians etc.) of stochastic systems are introduced. These estimates are given in general operator form. Their convergence conditions and rate of convergence are presented. Particular attention is given to estimates obtained from a single sample path. Various examples of estimates are considered. © 1988.

Cite

CITATION STYLE

APA

Kreimer, J. (1988). Generalized estimates for performance sensitivities of stochastic systems. Mathematical and Computer Modelling, 10(12), 911–922. https://doi.org/10.1016/0895-7177(88)90183-5

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free