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]

Authors

Zhenyu Cui

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Michael C. Fu 0001

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Jian-Qiang Hu

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Yanchu Liu

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Yijie Peng

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Lingjiong Zhu

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