To estimate the performance sensitivity with respect to a parameter 0 using the Monte Carlo method usually requires two simulations, one for the system with parameter 0 and the other for that with 0 + ▵θ. In this paper, two estimates of the sensitivity based on only one simulation of the system with 0 are investigated. Their properties are compared. The basic results are illustrated through some simple examples.
No takes yet. Share an insight, caveat, or question.
Xi‐Ren Cao (1987) studied this question.
Synapse has enriched 3 closely related papers on similar clinical questions. Consider them for comparative context: