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Cao, 1985 - Google Patents

Convergence of parameter sensitivity estimates in a stochastic experiment

Cao, 1985

Document ID
17698912484593459241
Author
Cao X
Publication year
Publication venue
IEEE Transactions on Automatic Control

External Links

Snippet

To reduce the error in estimating the gradient (parameter sensitivity) of an unknown function is of great importance in stochastic optimization problems. Three kinds of parameter sensitivity estimates using the Monte Carlo method are discussed in this paper. The …
Continue reading at ieeexplore.ieee.org (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • H—ELECTRICITY
    • H04—ELECTRIC COMMUNICATION TECHNIQUE
    • H04L—TRANSMISSION OF DIGITAL INFORMATION, e.g. TELEGRAPHIC COMMUNICATION
    • H04L12/00—Data switching networks
    • H04L12/54—Store-and-forward switching systems
    • H04L12/56—Packet switching systems
    • H04L12/5601—Transfer mode dependent, e.g. ATM

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