Stochastic Gradient Estimation
In: Handbook of Simulation Optimization
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DOI: 10.1007/978-1-4939-1384-8_5
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Citations
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Cited by:
- Huashuai Qu & Ilya O. Ryzhov & Michael C. Fu & Eric Bergerson & Megan Kurka & Ludek Kopacek, 2020. "Learning Demand Curves in B2B Pricing: A New Framework and Case Study," Production and Operations Management, Production and Operations Management Society, vol. 29(5), pages 1287-1306, May.
- L. Jeff Hong & Guangxin Jiang, 2019. "Offline Simulation Online Application: A New Framework of Simulation-Based Decision Making," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(06), pages 1-22, December.
- Zhenyu Cui & Michael C. Fu & Jian-Qiang Hu & Yanchu Liu & Yijie Peng & Lingjiong Zhu, 2020. "On the Variance of Single-Run Unbiased Stochastic Derivative Estimators," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 390-407, April.
- Joost Berkhout & Bernd Heidergott & Henry Lam & Yijie Peng, 2019. "From Data to Stochastic Modeling and Decision Making: What Can We Do Better?," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(06), pages 1-20, December.
- Yijie Peng & Michael C. Fu & Bernd Heidergott & Henry Lam, 2020. "Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling," Operations Research, INFORMS, vol. 68(6), pages 1896-1912, November.
- Shi Pu & Alfredo Garcia, 2018. "A Flocking-Based Approach for Distributed Stochastic Optimization," Operations Research, INFORMS, vol. 66(1), pages 267-281, January.
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