Pages that link to "Item:Q2481121"
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The following pages link to Measure-valued differentiation for Markov chains (Q2481121):
Displaying 15 items.
- Perturbation analysis of waiting times in the G/G/1 queue (Q373009) (← links)
- Gradient-based simulation optimization under probability constraints (Q421531) (← links)
- Stochastic inequalities for \(M/G/1\) retrial queues with vacations and constant retrial policy (Q969866) (← links)
- Optimal balanced control for call centers (Q1945068) (← links)
- Stochastic approximations and monotonicity of a single server feedback retrial queue (Q1954889) (← links)
- Optimal consumption under uncertainty, liquidity constraints, and bounded rationality (Q1994382) (← links)
- A simultaneous perturbation weak derivative estimator for stochastic neural networks (Q2010380) (← links)
- Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
- Admissible formal differentiations for pure discontinuous Markov processes (Q2777845) (← links)
- Perturbation analysis of inhomogeneous finite Markov chains (Q2806356) (← links)
- OPTIMAL MIXING OF MARKOV DECISION RULES FOR MDP CONTROL (Q3100881) (← links)
- Efficient price sensitivity estimation of financial derivatives by weak derivatives (Q3168630) (← links)
- On differentiability of the expectations of functionals of a markov process (Q4018636) (← links)
- Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation (Q5001127) (← links)
- Gradient estimation for smooth stopping criteria (Q6043458) (← links)