Generalized estimates for performance sensitivities of stochastic systems

DOI10.1016/0895-7177(88)90183-5zbMath0657.93059OpenAlexW1976860905MaRDI QIDQ1111513

Joseph Kreimer

Publication date: 1988

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(88)90183-5

zbMATH Keywords

rate of convergenceestimatesstochastic systemsperformance sensitivities

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)

Related Items (3)

Generalized estimates for performance sensitivities of stochastic systems ⋮ Optimization and sensitivity analysis of computer simulation models by the score function method ⋮ Real-time multiserver and multichannel systems with shortage of maintenance crews.

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