Gradient Estimation Schemes for Noisy Functions
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Other versions of this item:
- R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. den. Hertog, 2005. "Gradient Estimation Schemes for Noisy Functions," Journal of Optimization Theory and Applications, Springer, vol. 126(3), pages 529-551, September.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2003. "Gradient Estimation Schemes for Noisy Functions," Discussion Paper 2003-12, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Michael A. Zazanis & Rajan Suri, 1993. "Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems," Operations Research, INFORMS, vol. 41(4), pages 694-703, August.
- Joan M. Donohue & Ernest C. Houck & Raymond H. Myers, 1995. "Simulation Designs for the Estimation of Quadratic Response Surface Gradients in the Presence of Model Misspecification," Management Science, INFORMS, vol. 41(2), pages 244-262, February.
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Cited by:
- R. C. M. Brekelmans & L. T. Driessen & H. J. M. Hamers & D. Hertog, 2008.
"Gradient Estimation Using Lagrange Interpolation Polynomials,"
Journal of Optimization Theory and Applications, Springer, vol. 136(3), pages 341-357, March.
- Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Discussion Paper 2003-101, Tilburg University, Center for Economic Research.
- Brekelmans, R.C.M. & Driessen, L. & Hamers, H.J.M. & den Hertog, D., 2008. "Gradient estimation using Lagrange interpolation polynomials," Other publications TiSEM f089ae6a-d7c2-4863-a52d-a, Tilburg University, School of Economics and Management.
- Hamers, H.J.M. & Brekelmans, R.C.M. & Driessen, L. & den Hertog, D., 2003. "Gradient Estimation using Lagrange Interpolation Polynomials," Other publications TiSEM dfad278e-da66-4b83-8755-4, Tilburg University, School of Economics and Management.
- Angun, M.E., 2004. "Black box simulation optimization : Generalized response surface methodology," Other publications TiSEM 2548e953-54ce-44e2-8c5b-7, Tilburg University, School of Economics and Management.
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