Sensitivity analysis via simulation in the presence of discontinuities

DOI10.1007/S001860400357zbMath1104.93041OpenAlexW2043851099MaRDI QIDQ706371

Mikael Signahl

Publication date: 8 February 2005

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

Full work available at URL: https://doi.org/10.1007/s001860400357

zbMATH Keywords

likelihood ratiofinite differencesinfinitesimal perturbation analysisdiscontinuity.

Mathematics Subject Classification ID

Point estimation (62F10) Sensitivity, stability, parametric optimization (90C31) Estimation and detection in stochastic control theory (93E10) Discrete event control/observation systems (93C65)

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