A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters

Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott. A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters. Operations Research, 66(2):487-499, 2018. [doi]

Abstract

Abstract is missing.