| Publication | Date of Publication | Type |
|---|
| Perturbation and Inverse Problems of Stochastic Matrices | 2024-02-16 | Paper |
| A neural network approach to performance analysis of tandem lines: the value of analytical knowledge | 2023-07-04 | Paper |
| Gradient estimation for smooth stopping criteria | 2023-05-05 | Paper |
| Assessing the impact of jumps in an option pricing model: a gradient estimation approach | 2022-02-22 | Paper |
| Statistical Taylor series expansion: An approach for epistemic uncertainty propagation in Markov reliability models | 2021-07-27 | Paper |
| Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling | 2021-01-19 | Paper |
| Analysis of Markov Influence Graphs | 2020-10-20 | Paper |
| Robust power series algorithm for epistemic uncertainty propagation in Markov chain models | 2020-04-22 | Paper |
| Differentiation via Logarithmic Expansions | 2020-02-20 | Paper |
| Robustness analysis of generalized Jackson network | 2019-11-27 | Paper |
| The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain | 2019-06-27 | Paper |
| Analysis of Jackson networks with infinite supply and unreliable nodes | 2018-06-13 | Paper |
| Gradient estimation for a class of systems with bulk services | 2018-06-12 | Paper |
| Ranking nodes in general networks: a Markov multi-chain approach | 2018-04-18 | Paper |
| Gradient estimation for discrete-event systems by measure-valued differentiation | 2018-04-16 | Paper |
| A Note on Gradient Estimation for Maintenance Systems | 2017-07-27 | Paper |
| Single-Run Gradient Estimation Via Measure-Valued Differentiation | 2017-07-12 | Paper |
| A note on the relation between weak derivatives and perturbation realization | 2017-06-20 | Paper |
| A Smoothed Perturbation Analysis of Parisian Options | 2017-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2966107 | 2017-03-06 | Paper |
| Nonergodic Jackson networks with infinite supply–local stabilization and local equilibrium analysis | 2017-01-17 | Paper |
| Perturbation analysis of inhomogeneous finite Markov chains | 2016-05-17 | Paper |
| A Measure-Valued Differentiation Approach to Sensitivities of Quantiles | 2016-04-15 | Paper |
| Sensitivity analysis of ranked data: from order statistics to quantiles | 2015-12-09 | Paper |
| A Genetic Algorithm for Finding Good Balanced Sequences in a Customer Assignment Problem with no State Information | 2015-07-28 | Paper |
| Perturbation analysis of waiting times in the G/G/1 queue | 2013-10-21 | Paper |
| The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis | 2013-08-09 | Paper |
| A functional approximation for the M/G/1/N queue | 2013-06-28 | Paper |
| Optimal balanced control for call centers | 2013-04-02 | Paper |
| Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy | 2011-11-17 | Paper |
| Series Expansions for Continuous-Time Markov Processes | 2011-11-17 | Paper |
| An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory | 2011-11-17 | Paper |
| A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems | 2011-04-29 | Paper |
| Weak Differentiability of Product Measures | 2011-04-27 | Paper |
| A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue | 2010-10-06 | Paper |
| Quantile Sensitivity Estimation | 2009-12-09 | Paper |
| Strong bounds on perturbations | 2009-09-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324429 | 2009-08-03 | Paper |
| Derivatives of Markov Kernels and Their Jordan Decomposition | 2008-10-01 | Paper |
| Measure-Valued Differentiation for Stationary Markov Chains | 2008-05-27 | Paper |
| Sensitivity estimation for Gaussian systems | 2008-04-22 | Paper |
| Measure-valued differentiation for Markov chains | 2008-04-14 | Paper |
| Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion | 2008-03-11 | Paper |
| SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS | 2007-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3421899 | 2007-02-08 | Paper |
| Max-Plus Linear Stochastic Systems and Perturbation Analysis | 2006-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5200628 | 2006-04-07 | Paper |
| A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems | 2005-11-11 | Paper |
| Correction | 2005-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4657092 | 2005-03-14 | Paper |
| Taylor series expansions for stationary Markov chains | 2004-03-07 | Paper |
| A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system | 2002-10-10 | Paper |
| OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH | 2001-10-16 | Paper |
| Customer-oriented finite perturbation analysis for queueing networks | 2000-12-06 | Paper |
| A characterisation of (max,+)-linear queueing systems | 2000-11-22 | Paper |
| Infinitesimal perturbation analysis for queueing networks with general service time distributions | 2000-09-10 | Paper |
| Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach | 2000-04-25 | Paper |
| Analysing sojourn times in queueing networks: A structural approach. | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782076 | 2000-01-01 | Paper |
| Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques | 1999-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4346361 | 1997-08-03 | Paper |
| The zero utility principle for scale families of risk distributions | 1997-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4763603 | 1995-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3354785 | 1991-01-01 | Paper |
