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On using perturbation analysis to do sensitivity analysis: derivatives versus differences
8 references·0 citing·34 second hop
On using perturbation analysis to do sensitivity analysis: derivatives versus differences (1992)On using perturbation analysis to do sens…Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices (1991)Structural Conditions for Per…Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models (1989)Sensitivity Analysis and Perf…Extensions of infinitesimal perturbation analysis (1988)Extensions of infinitesimal p…Empirical Model Building and Response Surfaces (1988)Empirical Model Building and …An experimental procedure for simulation response surface model identification (1987)An experimental procedure for…Concepts and Methods in Discrete Event Digital Simulation. (1975)Concepts and Methods in Discr…Concepts and Methods in Discrete Event Digital Simulation (1974)Concepts and Methods in Discr…Asymptotic Distribution of Stochastic Approximation Procedures (1958)Asymptotic Distribution of St…Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients. I Theory (1973)Combining results of independent studies. (1978)Pseudorandom Number Assignment in Statistically Designed Simulation and Distribution Sampling Experiments (1978)Metamodeling: a state of the art review (1994)Robust design: seeking the best of all possible worlds (2002)Simulation metamodels (2002)Statistics for Experimenters (1979)Response Surfaces: Designs and Analyses (1997)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Explaining Fixed Effects: Random Effects Modeling of Time-Series Cross-Sectional and Panel Data (2014)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Simulation Modeling and Analysis. (1983)Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)A tutorial on simulation optimization (1992)STOCHASTIC APPROXIMATION (2005)Chapter 19 Gradient Estimation (2006)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Perturbation analysis and optimization of queueing networks (1983)Optimization in simulation: Current issues and the future outlook (1990)Sensitivity analyses of continuous and discrete systems in the time and frequency domains (1993)Stochastic Gradient Estimation (2014)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework (1992)Perturbation Analysis of Production Networks (1994)An overview of derivative estimation (2002)Stochastic Estimation of the Maximum of a Regression Function (1952)Adaptive Design and Stochastic Approximation (1979)Efficient Sequential Designs with Binary Data (1985)Comparative study of stochastic algorithms for system optimization based on gradient approximations (1997)Detecting Initialization Bias in Simulation Output (1982)Overlapping batch means: something for nothing? (1984)Steady-state simulation of queueing processes: survey of problems and solutions (1990)A survey of research on the simulation startup problem (1978)The time and state relationships in simulation modeling (1981)
this work references cited by second hop

References

  • 1988Empirical Model Building and Response Surfaces5,235 cited
  • 1958Asymptotic Distribution of Stochastic Approximation Procedures368 cited
  • 1975Concepts and Methods in Discrete Event Digital Simulation.343 cited
  • 1974Concepts and Methods in Discrete Event Digital Simulation228 cited
  • 1989Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models179 cited
  • 1987An experimental procedure for simulation response surface model identification109 cited
  • 1988Extensions of infinitesimal perturbation analysis102 cited
  • 1991Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices71 cited

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