Derivatives of Markov Kernels and Their Jordan Decomposition (Q3527976): Difference between revisions

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-Bernd F. Heidergott
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+Bernd F. Heidergott
@@ Property / author: Bernd F. Heidergott / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system
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@@ Property / cites work @@
+OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH
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@@ Property / cites work @@
+Measure-Valued Differentiation for Stationary Markov Chains
+Normal rank
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+Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
+Normal rank
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+A measure-valued approach to convex set-valued dynamics
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+A characterization of parallelepipeds related to weak derivatives
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+A generalization of Lehmann's theorem on the comparison of uniform location experiments
+Normal rank