Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Electrical and Electronic Engineering,Computer Science Applications,Control and Systems Engineering
Cited by
74 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Automatic Differentiation for Gradient Estimators in Simulation;2022 Winter Simulation Conference (WSC);2022-12-11
2. Performance-Derivative-Based Optimization;Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems;2020
3. Optimal Control of Markov Processes: Infinite-Horizon;Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems;2020
4. Introduction;Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems;2020
5. A systematic and efficient simulation scheme for the Greeks of financial derivatives;Quantitative Finance;2019-01-25