Analytic perturbation analysis for deds with discontinuous sample-path functions∗

DOI10.1080/15326349708807436zbMath0896.60071OpenAlexW2087776721MaRDI QIDQ4354601

Stanislav P. Uryasev

Publication date: 17 September 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807436

zbMATH Keywords

probabilistic fracture mechanicsdiscrete event dynamic systemanalytic perturbation analysisdiscontinuous sample-path functionestimate of gradient

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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