Variational Analysis of Functionals of Poisson Processes

DOI10.1287/moor.25.3.485.12217zbMath1018.49022OpenAlexW2163428796MaRDI QIDQ2757649

Sergei Zuyev, Ilya S. Molchanov

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.25.3.485.12217

zbMATH Keywords

variational methodsperturbation analysisnecessary optimality conditionstochastic model applicationsinfinite measureoptimization on measuresanalyticity on the cone of finite measureFréchet derivatives of functionalsfunctional of Poisson point process

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic network models in operations research (90B15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Optimality conditions for problems involving randomness (49K45) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimality conditions for problems in abstract spaces (49K27)

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