The following pages link to (Q4000306):
Displaying 50 items.
- Sensitivity estimation for Gaussian systems (Q2426571) (← links)
- Multi-location transshipment problem with capacitated transportation (Q2432875) (← links)
- IPA derivatives for Make-to-Stock production-inventory systems with backorders (Q2433260) (← links)
- Measure-valued differentiation for Markov chains (Q2481121) (← links)
- Price fluctuations, information sharing, and supply chain performance (Q2503236) (← links)
- Service rate control of closed Jackson networks from game theoretic perspective (Q2514886) (← links)
- Adaptive decentralized control under non-uniqueness of the optimal control (Q2563755) (← links)
- Obtaining sample path derivatives by source code instrumentation (Q2563758) (← links)
- Stochastic comparison algorithm for continuous optimization with estimation (Q2564165) (← links)
- Taking account of correlations between streams in queueing network approximations (Q2572893) (← links)
- Optimal threshold levels in stochastic fluid models via simulation-based optimization (Q2643631) (← links)
- Optimal computing budget allocation for regression with gradient information (Q2665728) (← links)
- The continuous delayed distribution problem (Q2676376) (← links)
- The data-driven newsvendor problem: new bounds and insights (Q2797452) (← links)
- A measure-valued differentiation approach to sensitivities of quantiles (Q2800376) (← links)
- Sensitivity analysis for Monte Carlo simulation of option pricing (Q2805366) (← links)
- Perturbation analysis of inhomogeneous finite Markov chains (Q2806356) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- Estimating Sensitivities of Portfolio Credit Risk Using Monte Carlo (Q2940072) (← links)
- Regression Models Augmented with Direct Stochastic Gradient Estimators (Q2940536) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- Two Types of<i>RG</i>-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals (Q3157867) (← links)
- Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics (Q3179330) (← links)
- An Overview for Markov Decision Processes in Queues and Networks (Q3305576) (← links)
- (Q3386773) (← links)
- Technical Note—On Estimating Quantile Sensitivities via Infinitesimal Perturbation Analysis (Q3453343) (← links)
- Efficient Gradient-Based Optimization of Process Capability with Multiple, Potentially Nonnormal Outputs (Q3577207) (← links)
- What you should know about simulation and derivatives (Q3612294) (← links)
- Differentiability of probability function (Q4223645) (← links)
- Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques (Q4398930) (← links)
- Steady-State Sensitivity Analysis of Continuous Time Markov Chains (Q4620320) (← links)
- Perturbation analysis for denumerable Markov chains with application to queueing models (Q4662241) (← links)
- INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION (Q4794303) (← links)
- (Q4969241) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION (Q5051176) (← links)
- A Simulation Optimization Approach for the Appointment Scheduling Problem with Decision-Dependent Uncertainties (Q5058024) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Likelihood Ratio Gradient Estimation for Steady-State Parameters (Q5113892) (← links)
- Variance of Finite Difference Methods for Reaction Networks with Non-Lipschitz Rate Functions (Q5134976) (← links)
- Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling (Q5144802) (← links)
- Kernel estimation of quantile sensitivities (Q5187931) (← links)
- Base-stock policies in capacitated assembly systems: Convexity properties (Q5189242) (← links)
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (Q5245899) (← links)
- Stochastic dynamics simulation with generalized interval probability (Q5259062) (← links)
- Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (Q5265460) (← links)
- Efficient Bayesian Experimentation Using an Expected Information Gain Lower Bound (Q5269853) (← links)
- Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722) (← links)
- Gradient Extrapolated Stochastic Kriging (Q5270723) (← links)
- On Transience and Recurrence in Irreducible Finite-State Stochastic Systems (Q5270746) (← links)
