ChapterChapter 19 Gradient EstimationMichael C. Fu2006Chapter 19 Gradient EstimationMichael C. Fu2006-01-01chapterHandbooks in operations research and management science133 citationsclosedNo readable copy stored yet — this record is metadata only.Simulation Techniques and ApplicationsStochastic processes and financial applicationsMarkov Chains and Monte Carlo MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 133 citations exist upstream.References1951A Stochastic Approximation Method1983Simulation Modeling and Analysis.1999Simulation modeling and analysis2003Monte Carlo Methods in Financial Engineering1992Multivariate stochastic approximation using a simultaneous perturbation gradient approximation1952Stochastic Estimation of the Maximum of a Regression Function1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1999Quantitative Models for Supply Chain ManagementCited by2012Stochastic Nelder–Mead simplex method – A new globally convergent direct search method for simulation optimization2014Stochastic Gradient Estimation2010Kernel Estimation of the Greeks for Options with Discontinuous Payoffs2016A simulation-optimization approach for sales and operations planning in build-to-order industries with distant sourcing: Focus on the automotive industry2010Reliability Estimation by Advanced Monte Carlo Simulation