Sensitivity analysis for diffusion processes constrained to an orthant (Q744381): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q363841
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Xuefeng Gao / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1107.2871 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small Random perturbation of dynamical systems with reflecting boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic simulation: Algorithms and analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonnegativity of solutions to the basic adjoint relationship for some diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-Product Forms for Lévy-Driven Fluid Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Resource Capacity Management for Stochastic Networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On lipschitz continuity of the solution mapping to the skorokhod problem, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4000306 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regenerative derivatives of regenerative sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional reflected Brownian motions having exponential stationary distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Max-Plus Linear Stochastic Systems and Perturbation Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic approximations for stationary distributions of many-server queues with abandonment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability and structural properties of stochastic storage networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A delay dependent queue discipline / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong Approximations for Time-Dependent Queues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Directional Derivatives of Oblique Reflection Maps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal capacity assignment in general queueing networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected diffusions defined via the extended Skorokhod map / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4340096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4344108 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Capacity allocation in generalized Jackson networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected Brownian motion with skew symmetric data in a polyhedral domain / rank
 
Normal rank

Latest revision as of 02:37, 9 July 2024

scientific article
Language Label Description Also known as
English
Sensitivity analysis for diffusion processes constrained to an orthant
scientific article

    Statements

    Sensitivity analysis for diffusion processes constrained to an orthant (English)
    0 references
    0 references
    0 references
    0 references
    25 September 2014
    0 references
    0 references
    constrained diffusion processes
    0 references
    infinitesimal perturbation analysis
    0 references
    sensitivity analysis
    0 references
    Skorohod reflection map
    0 references
    basic adjoint relationship
    0 references
    reflected Brownian motion
    0 references
    queueing networks
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references