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An overview of derivative estimation

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Pierre L'EcuyerAuthors Info & Claims

WSC '91: Proceedings of the 23rd conference on Winter simulation

Pages 207 - 217

Published: 01 December 1991 Publication History

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Li HLam H(2020)Optimally tuning finite-difference estimatorsProceedings of the Winter Simulation Conference10.5555/3466184.3466234(457-468)Online publication date: 14-Dec-2020
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An overview of derivative estimation

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Published In

WSC '91: Proceedings of the 23rd conference on Winter simulation

December 1991

1261 pages

ISBN:0780301811

Chairmen:
Barry L. Nelson
The Ohio State Univ., Columbus
,
W. David Kelton
Univ. of Minnesota, Minneapolis
,
Gordon M. Clark
The Ohio State Univ., Columbus

Publisher

IEEE Computer Society

United States

Publication History

Published: 01 December 1991

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IEEE-CS
NIST

WSC91: 1991 Winter Simulation Conference

December 8 - 11, 1991

Arizona, Phoenix, USA

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Overall Acceptance Rate 3,413 of 5,075 submissions, 67%

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Lam HZhang J(2020)Distributionally constrained stochastic gradient estimation using noisy function evaluationsProceedings of the Winter Simulation Conference10.5555/3466184.3466233(445-456)Online publication date: 14-Dec-2020
https://dl.acm.org/doi/10.5555/3466184.3466233
Tokui SSato I(2017)Evaluating the variance of likelihood-ratio gradient estimatorsProceedings of the 34th International Conference on Machine Learning - Volume 7010.5555/3305890.3306034(3414-3423)Online publication date: 6-Aug-2017
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Liu GHong LTew J(2007)Kernel estimation for quantile sensitivitiesProceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come10.5555/1351542.1351708(941-948)Online publication date: 9-Dec-2007
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Wieland JSchmeiser BNicol DFujimoto R(2006)Stochastic gradient estimation using a single design pointProceedings of the 38th conference on Winter simulation10.5555/1218112.1218188(390-397)Online publication date: 3-Dec-2006
https://dl.acm.org/doi/10.5555/1218112.1218188
Andradóttir S(1998)A review of simulation optimization techniquesProceedings of the 30th conference on Winter simulation10.5555/293172.293219(151-158)Online publication date: 1-Dec-1998
https://dl.acm.org/doi/10.5555/293172.293219
Carson YMaria A(1997)Simulation optimizationProceedings of the 29th conference on Winter simulation10.1145/268437.268460(118-126)Online publication date: 1-Dec-1997
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Kelton W(1996)Statistical issues in simulationProceedings of the 28th conference on Winter simulation10.1145/256562.256570(47-54)Online publication date: 8-Nov-1996
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