Comparing alternative methods for derivative estimation when IPA does not apply directly

Authors:
Felisa J. Vázquez-Abad;Pierre L'Ecuyer
Affiliations:
INRS Télécommunications, Université du Québec, 3 Place du Commerce, Ile-des-Soeurs, Québec, H3E 1H6, Canada;Département d'IRO, Université de Montréal, C.P. 6128, Succ. A Montréal, H3C 3J7, Canada
Venue:
WSC '91 Proceedings of the 23rd conference on Winter simulation
Year:
1991

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Abstract