A unified view of the IPA, SF, and LR gradient estimation techniques

Sensitivity analysis of discrete event systems with autocorrelated inputs

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

An application of perturbation analysis to a replacement problem in maintenance theory

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

Two approaches for estimating the gradient in functional form

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

Variance property of discontinuous perturbation analysis

WSC '96 Proceedings of the 28th conference on Winter simulation

An overview of derivative estimation

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

Gradient estimation for ratios

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

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

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

Bootstrap confidence intervals for ratios of expectations

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Combining the Stochastic Counterpart and Stochastic ApproximationMethods

Discrete Event Dynamic Systems

Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge

Discrete Event Dynamic Systems

Central Limit Theorems for Stochastic Optimization AlgorithmsUsing Infinitesimal Perturbation Analysis

Discrete Event Dynamic Systems

Customer relations management: service operations: using simulation to approximate subgradients of convex performance measures in service systems

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

Efficient simulated maximum likelihood with an application to online retailing

Statistics and Computing

Sensitivity analysis for transient single server queuing models using an interpolation approach

WSC '04 Proceedings of the 36th conference on Winter simulation

An efficient performance extrapolation for queuing models in transient analysis

WSC '05 Proceedings of the 37th conference on Winter simulation

Gradient-based simulation optimization

Proceedings of the 38th conference on Winter simulation

Variance reduction in the simulation of call centers

Proceedings of the 38th conference on Winter simulation

Monte Carlo methods for derivatives of options with discontinuous payoffs

Computational Statistics & Data Analysis

Some topics for simulation optimization

Proceedings of the 40th Conference on Winter Simulation

A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives

Operations Research

Control variates for sensitivity estimation

Proceedings of the Winter Simulation Conference

An adaptive zero-variance importance sampling approximation for static network dependability evaluation

Computers and Operations Research