{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,7,30]],"date-time":"2025-07-30T14:56:19Z","timestamp":1753887379237},"reference-count":27,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[1992,12,1]],"date-time":"1992-12-01T00:00:00Z","timestamp":723168000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[1992,12]]},"DOI":"10.1007\/bf02060938","type":"journal-article","created":{"date-parts":[[2005,8,11]],"date-time":"2005-08-11T22:24:57Z","timestamp":1123799097000},"page":"121-136","source":"Crossref","is-referenced-by-count":15,"title":["Convergence rates for steady-state derivative estimators"],"prefix":"10.1007","volume":"39","author":[{"given":"Pierre","family":"L'Ecuyer","sequence":"first","affiliation":[]}],"member":"297","reference":[{"key":"BF02060938_CR1","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1016\/0895-7177(89)90434-2","volume":"12","author":"H. Arsham","year":"1989","unstructured":"H. Arsham, A. Feuerverger, D.L. McLeish, J. Kreimer and R.Y. Rubinstein, Sensitivity analysis and the \u201cwhat if\u201d problem in simulation analysis, Math. Comput. Mod. 12(1989)193\u2013219.","journal-title":"Math. Comput. Mod."},{"key":"BF02060938_CR2","unstructured":"S. Asmussen,Applied Probability and Queues (Wiley, 1987)."},{"key":"BF02060938_CR3","volume-title":"Performance evaluation for the score function method in sensitivity analysis and stochastic optimization","author":"S. Asmussen","year":"1991","unstructured":"S. Asmussen, Performance evaluation for the score function method in sensitivity analysis and stochastic optimization, Manuscript, Chalmers University of Technology, G\u00f6teborg, Sweden (1991)."},{"key":"BF02060938_CR4","volume-title":"Algorithmics, Theory and Practice","author":"G. Brassard","year":"1988","unstructured":"G. Brassard and P. Bratley,Algorithmics, Theory and Practice (Prentice-Hall, Englewood Cliffs, NJ, 1988)."},{"key":"BF02060938_CR5","doi-asserted-by":"crossref","first-page":"211","DOI":"10.1080\/00949658708810992","volume":"27","author":"X.R. Cao","year":"1987","unstructured":"X.R. Cao, Sensitivity estimates based on one realization of a stochastic system, J. Stat. Comput. Simul. 27(1987)211\u2013232.","journal-title":"J. Stat. Comput. Simul."},{"key":"BF02060938_CR6","unstructured":"P. Glassermn, Performance continuity and differentiability in Monte Carlo optimization,Proc. Winter Simulation Conf. 1988 (IEEE Press, 1988), pp. 518\u2013524."},{"key":"BF02060938_CR7","doi-asserted-by":"crossref","first-page":"292","DOI":"10.1287\/opre.40.2.292","volume":"40","author":"P. Glasserman","year":"1992","unstructured":"P. Glasserman, Derivative estimates from simulation of continuous-time Markov chains, Oper. Res. 40(1992)292\u2013308.","journal-title":"Oper. Res."},{"key":"BF02060938_CR8","doi-asserted-by":"crossref","first-page":"1218","DOI":"10.1109\/9.59807","volume":"AC-35","author":"P. Glasserman","year":"1990","unstructured":"P. Glasserman and W.-B. Gong, Smoothed perturbation analysis for a class of discrete event systems, IEEE Trans. Auto. Control AC-35(1990)1218\u20131230.","journal-title":"IEEE Trans. Auto. Control"},{"key":"BF02060938_CR9","doi-asserted-by":"crossref","unstructured":"P.W. Glynn, Likelihood ratio gradient estimation: An overview,Proc. Winter Simulation Conf. 1987 (IEEE Press, 1987), pp. 366\u2013375.","DOI":"10.1145\/318371.318612"},{"key":"BF02060938_CR10","doi-asserted-by":"crossref","unstructured":"P.W. Glynn, Optimization of stochastic systems via simulation,Proc. Winter Simulation Conf. 1989 (IEEE Press, 1989), pp. 90\u2013105.","DOI":"10.21236\/ADA214011"},{"issue":"10","key":"BF02060938_CR11","doi-asserted-by":"crossref","first-page":"75","DOI":"10.1145\/84537.84552","volume":"33","author":"P.W. Glynn","year":"1990","unstructured":"P.W. Glynn, Likelihood ratio gradient estimation for stochastic systems, Commun. ACM 33 (10) (1990)75\u201384.","journal-title":"Commun. ACM"},{"key":"BF02060938_CR12","doi-asserted-by":"crossref","first-page":"1281","DOI":"10.1287\/mnsc.34.11.1281","volume":"34","author":"P. Heidelberger","year":"1989","unstructured":"P. Heidelberger, X.-R. Cao, M.A. Zazanis and R. Suri, Convergence properties of infinitesimal perturbation analysis estimates, Manag. Sci. 34(1989)1281\u20131302.","journal-title":"Manag. Sci."},{"key":"BF02060938_CR13","doi-asserted-by":"crossref","first-page":"563","DOI":"10.1109\/TAC.1987.1104665","volume":"AC-32","author":"Y.-C. Ho","year":"1987","unstructured":"Y.-C. Ho, Performance evaluation and perturbation analysis of discrete event dynamic systems, IEEE Trans. Auto. Control AC-32(1987)563\u2013572.","journal-title":"IEEE Trans. Auto. Control"},{"key":"BF02060938_CR14","unstructured":"L. Kleinrock,Queueing Systems, Vol. 1: Theory (Wiley, 1975)."},{"key":"BF02060938_CR15","doi-asserted-by":"crossref","first-page":"1364","DOI":"10.1287\/mnsc.36.11.1364","volume":"36","author":"P. L'Ecuyer","year":"1990","unstructured":"P. L'Ecuyer, A unified view of the IPA, SF, and LR gradient estimation techniques, Manag. Sci. 36(1990)1364\u20131383.","journal-title":"Manag. Sci."},{"key":"BF02060938_CR16","unstructured":"P. L'Ecuyer and P.W. Glynn, A control variate scheme for likelihood ratio gradient estimation, in preparation."},{"key":"BF02060938_CR17","unstructured":"P. L'Ecuyer and P.W. Glynn, Stochastic optimization by simulation: Convergence proofs for theGI\/G\/1 queue in steady-state (1992), submitted for publication."},{"key":"BF02060938_CR18","unstructured":"P. L'Ecuyer and G. Perron, On the convergence rates of IPA and FDC derivative estimators (1990), submitted for publication."},{"key":"BF02060938_CR19","doi-asserted-by":"crossref","first-page":"173","DOI":"10.1287\/mnsc.28.2.173","volume":"28","author":"M.S. Meketon","year":"1982","unstructured":"M.S. Meketon and P. Heidelberger, A renewal theoretic approach to bias reduction in regenerative simulations, Manag. Sci. 28(1982)173\u2013181.","journal-title":"Manag. Sci."},{"key":"BF02060938_CR20","doi-asserted-by":"crossref","unstructured":"M.S. Meketon, Optimization in simulation: A survey of recent results,Proc. Winter Simulation Conf. 1987 (IEEE Press, 1987), pp. 58\u201367.","DOI":"10.1145\/318371.318384"},{"key":"BF02060938_CR21","doi-asserted-by":"crossref","first-page":"830","DOI":"10.1287\/opre.37.5.830","volume":"37","author":"M.I. Reiman","year":"1989","unstructured":"M.I. Reiman and A. Weiss, Sensitivity analysis for simulation via likelihood ratios, Oper. Res. 37(1989)830\u2013844.","journal-title":"Oper. Res."},{"key":"BF02060938_CR22","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1016\/0378-4754(86)90072-8","volume":"28","author":"R.Y. Rubinstein","year":"1986","unstructured":"R.Y. Rubinstein, The score function approach for sensitivity analysis of computer simulation models, Math. Comp. Simul. 28(1986)351\u2013379.","journal-title":"Math. Comp. Simul."},{"key":"BF02060938_CR23","doi-asserted-by":"crossref","first-page":"72","DOI":"10.1287\/opre.37.1.72","volume":"37","author":"R.Y. Rubinstein","year":"1989","unstructured":"R.Y. Rubinstein, Sensitivity analysis and performance extrapolation for computer simulation models, Oper. Res. 37(1989)72\u201381.","journal-title":"Oper. Res."},{"key":"BF02060938_CR24","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1007\/BF02055195","volume":"27","author":"R.Y. Rubinstein","year":"1991","unstructured":"R.Y. Rubinstein, How to optimize discrete-event systems from a single sample path by the score function method, Ann. Oper. Res. 27(1991)175\u2013212.","journal-title":"Ann. Oper. Res."},{"key":"BF02060938_CR25","doi-asserted-by":"crossref","first-page":"686","DOI":"10.1145\/28869.28879","volume":"34","author":"R. Suri","year":"1987","unstructured":"R. Suri, Infinitesimal perturbation analysis of general discrete event dynamic systems, J. ACM 34(1987)686\u2013717.","journal-title":"J. ACM"},{"key":"BF02060938_CR26","doi-asserted-by":"crossref","first-page":"114","DOI":"10.1109\/5.21075","volume":"77","author":"R. Suri","year":"1989","unstructured":"R. Suri, Perturbation analysis: The state of the art and research issues explained via theGI\/G\/1 queue, Proc. IEEE 77(1989)114\u2013137.","journal-title":"Proc. IEEE"},{"key":"BF02060938_CR27","unstructured":"M.A. Zazanis and R. Suri, Comparison of perturbation analysis with conventional sensitivity estimates for stochastic systems (1988), manuscript."}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02060938.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/BF02060938\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02060938","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,13]],"date-time":"2019-05-13T19:40:11Z","timestamp":1557776411000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/BF02060938"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,12]]},"references-count":27,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1992,12]]}},"alternative-id":["BF02060938"],"URL":"https:\/\/doi.org\/10.1007\/bf02060938","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[1992,12]]}}}