How to optimize discrete-event systems from a single sample path by the score function method

Simultaneous and efficient simulation of highly dependable systems with different underlying distributions

WSC '92 Proceedings of the 24th conference on Winter simulation

Simulation optimization of (s,S) inventory systems

WSC '92 Proceedings of the 24th conference on Winter simulation

Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Identifying policies that are most likely to produce a desirable outcome

WSC '94 Proceedings of the 26th conference on Winter simulation

Fast simulation of rare events in queueing and reliability models

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Two approaches for estimating the gradient in functional form

WSC '93 Proceedings of the 25th conference on Winter simulation

An overview of derivative estimation

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

Simulation optimization: a survey of simulation optimization techniques and procedures

Proceedings of the 32nd conference on Winter simulation

Simulation optimization: simulation optimization

Proceedings of the 34th conference on Winter simulation: exploring new frontiers

Issues on simulation and optimization I: simulation-based retrospective optimization of stochastic systems: a family of algorithms

Proceedings of the 35th conference on Winter simulation: driving innovation

Variance Reduction Techniques for Gradient Estimates in Reinforcement Learning

The Journal of Machine Learning Research

Infinite-horizon policy-gradient estimation

Journal of Artificial Intelligence Research

Derivatives of logarithmic stationary distributions for policy gradient reinforcement learning

Neural Computation