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An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants

Marie Chau, Huashuai Qu, Michael C. Fu, Ilya O. Ryzhov. An empirical sensitivity analysis of the Kiefer-Wolfowitz algorithm and its variants. In Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013. pages 945-956, IEEE, 2013. [doi]

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Marie Chau

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Huashuai Qu

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Michael C. Fu

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Ilya O. Ryzhov

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