Sensitivity of sample values to parameter changes

DOI10.1007/BF00940820zbMath0539.60035OpenAlexW2135668939MaRDI QIDQ794056

M. A. Eyler

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00940820

zbMATH Keywords

sensitivitylinearizationprobability distributionssample-path analysis

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sample path properties (60G17)

Related Items (3)

Full-state perturbation analysis of discrete event dynamic systems ⋮ A new approach to the analysis of discrete event dynamic systems ⋮ Sensitivity of sample values not generated by inversion

Cites Work

• Unnamed Item
• Perturbation analysis and optimization of queueing networks
• Implementation of sensitivity calculations on a Monte Carlo experiment

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