Generalized sensitivity analysis of ergodic stochastic systems

DOI10.1016/0378-4754(89)90057-8zbMath0667.60110OpenAlexW1985992639MaRDI QIDQ1117615

Joseph Kreimer

Publication date: 1989

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(89)90057-8

zbMATH Keywords

perturbation analysisMonte Carlo estimatesperformance sensitivitiessensitivity analysis of stochastic systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Special processes (60K99)

Related Items

Sensitivity analysis and the ``what if problem in simulation analysis

Cites Work

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• On the perturbation analysis of discrete-event dynamic systems
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• Perturbation analysis and optimization of queueing networks
• Implementation of sensitivity calculations on a Monte Carlo experiment
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Parametric sensitivity of a statistical experiment

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