A Unified View of the IPA, SF, and LR Gradient Estimation Techniques

By Pierre L'Ecuyer. 1990

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. John N. Tsitsiklis
2. Peter Marbach
3. Sharif Rahman
4. Huizhen Yu
5. Richard S. Sutton
6. Pawel Wawrzynski
7. Dimitri P. Bertsekas
8. Angelia Nedić

Citations in the corpus

• Stochastic sensitivity analysis by dimensional decomposition and score functions (2009, background): “However, there are additional requirements of regularity conditions, in particular smoothness of the performance function or the probability measure [9].”
• Simulation-based optimization of Markov reward processes (1998, background): “This property is very helpful in producing simulation-based estimates of .”