Stochastic gradient estimation using a single design point

Proceedings - Winter Simulation Conference

Volumn , Issue , 2006, Pages 390-397

  Wieland, Jamie R ^a   Schmeiser, Bruce W ^a  

^a SCHOOL OF INDUSTRIAL ENGINEERING   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINITE DIFFERENCE METHOD; GRADIENT METHODS; MODAL ANALYSIS; SURFACE PROPERTIES;

ALGORITHM PARAMETERS; DESIGN POINTS; EFFICIENT ESTIMATORS; FINITE DIFFERENCE (FD); GRADIENT ESTIMATOR; IN CONTROL; LINEAR LOGIC (LL); MONTE CARLO DATA; RESPONSE SURFACES; RESPONSE SURFACES (RS); SECOND ORDERS; SIMULATION RUN-LENGTH; SIMULTANEOUS PERTURBATION; STOCHASTIC GRADIENT (SG);

ESTIMATION;

EID: 46149096266     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2006.323107     Document Type: Conference Paper

References (9)

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