Pages that link to "Item:Q1183687"
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The following pages link to On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687):
Displaying 14 items.
- Perturbation analysis of waiting times in the G/G/1 queue (Q373009) (← links)
- Maximal coupling and rare perturbation sensitivity analysis (Q1206493) (← links)
- Perturbation analysis and Malliavin calculus (Q1296743) (← links)
- Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis (Q1314855) (← links)
- Uniformization based sensitivity estimation for a class of discrete-event systems (Q1329140) (← links)
- RPA pathwise derivative estimation of ruin probabilities (Q1584521) (← links)
- Optimization via simulation: A review (Q1805482) (← links)
- On derivative estimation of single-server queues via structural infinitesimal perturbation analysis (Q1842518) (← links)
- Maximal coupling rare perturbation analysis with a random horizon (Q1902497) (← links)
- Scheduling policies using marked/phantom slot algorithms (Q1906875) (← links)
- Uniformization and performance sensitivity estimation in closed queueing networks (Q1922194) (← links)
- A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue (Q1959118) (← links)
- Perturbation analysis of inhomogeneous finite Markov chains (Q2806356) (← links)
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
