Sensitivity of sample values not generated by inversion

DOI10.1007/BF00938218zbMath0586.65004OpenAlexW1986121256MaRDI QIDQ1071470

Paul Glasserman

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938218

zbMATH Keywords

sensitivity analysisdiscrete-event systemsperturbation analysiscommon random numbersperturbation generation rule

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• Sensitivity of sample values to parameter changes
• Perturbation analysis and optimization of queueing networks
• Computer Generation of Random Variables: A Tutorial
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