An overview of derivative estimation

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An overview of derivative estimation

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Winter Simulation Conference archive
Proceedings of the 23rd conference on Winter simulation table of contents

Phoenix, Arizona, United States

Pages: 207 - 217

Year of Publication: 1991

ISBN:0-7803-0181-1

Author

Pierre L'Ecuyer

Département d'IRO, Université de Montréal, C.P. 6128, Succ. A, Montréal, H3C 3J7, Canada

Sponsors

IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
ACM: Association for Computing Machinery
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :

Publisher

IEEE Computer Society Washington, DC, USA

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Downloads (6 Weeks): 9, Downloads (12 Months): 69, Citation Count: 18

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

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CITED BY 18

	W. David Kelton, Analysis of output data, Proceedings of the 26th conference on Winter simulation, p.62-68, December 11-14, 1994, Orlando, Florida, United States
	Felisa J. Vázquez-Abad , Pierre L'Ecuyer, Comparing alternative methods for derivative estimation when IPA does not apply directly, Proceedings of the 23rd conference on Winter simulation, p.1004-1011, December 08-11, 1991, Phoenix, Arizona, United States
	Sigrún Andradóttir, A review of simulation optimization techniques, Proceedings of the 30th conference on Winter simulation, p.151-158, December 13-16, 1998, Washington, D.C., United States
	Sigrún Andradóttir, Discrete optimization in simulation: a method and applications, Proceedings of the 24th conference on Winter simulation, p.483-486, December 13-16, 1992, Arlington, Virginia, United States
	Yolanda Carson , Anu Maria, Simulation optimization: methods and applications, Proceedings of the 29th conference on Winter simulation, p.118-126, December 07-10, 1997, Atlanta, Georgia, United States
	W. David Kelton, Statistical analysis of simulation output, Proceedings of the 29th conference on Winter simulation, p.23-30, December 07-10, 1997, Atlanta, Georgia, United States
	Felisa J. Vázquez-Abad , Harold J. Kushner, The surrogate estimation approach for sensitivity analysis in queueing networks, Proceedings of the 25th conference on Winter simulation, p.347-355, December 12-15, 1993, Los Angeles, California, United States
	W. David Kelton, Statistical issues in simulation, Proceedings of the 28th conference on Winter simulation, p.47-54, December 08-11, 1996, Coronado, California, United States
	Peter W. Glynn , Pierre L'Ecuyer , Michel Adès, Gradient estimation for ratios, Proceedings of the 23rd conference on Winter simulation, p.986-994, December 08-11, 1991, Phoenix, Arizona, United States
	James C. Spall, Developments in stochastic optimization algorithms with gradient approximations based on function measurements, Proceedings of the 26th conference on Winter simulation, p.207-214, December 11-14, 1994, Orlando, Florida, United States
	Michael C. Fu , Kevin J. Healy, Simulation optimization of (s,S) inventory systems, Proceedings of the 24th conference on Winter simulation, p.506-514, December 13-16, 1992, Arlington, Virginia, United States
	Denis Choquet , Pierre L 'ecuyer , Christian Léger, Bootstrap confidence intervals for ratios of expectations, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.9 n.4, p.326-348, Oct. 1999
	W. David Kelton, A tutorial on design and analysis of simulation experiments, Proceedings of the 27th conference on Winter simulation, p.24-31, December 03-06, 1995, Arlington, Virginia, United States
	Guangwu Liu , L. Jeff Hong, Kernel estimation for quantile sensitivities, Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come, December 09-12, 2007, Washington D.C.
	Jamie R. Wieland , Bruce W. Schmeiser, Stochastic gradient estimation using a single design point, Proceedings of the 37th conference on Winter simulation, December 03-06, 2006, Monterey, California
	Aditya Karnik , Anurag Kumar , Vivek Borkar, Distributed self-tuning of sensor networks, Wireless Networks, v.12 n.5, p.531-544, September 2006
	Michael Schweinberger , Tom A. B. Snijders, Markov models for digraph panel data: Monte Carlo-based derivative estimation, Computational Statistics & Data Analysis, v.51 n.9, p.4465-4483, May, 2007
	Yu-Chi (Larry) Ho, Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge, Discrete Event Dynamic Systems, v.7 n.1, p.69-92, January 1997