On the Variance of Single-Run Unbiased Stochastic Derivative Estimators

Zhenyu Cui, Michael C. Fu 0001, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu. On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS Journal on Computing, 32(2):390-407, 2020. [doi]

Abstract

Abstract is missing.