On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687): Difference between revisions

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-Pierre Brémaud
@@ Property / author: Pierre Brémaud / rank @@
-Normal rank
@@ Property / author @@
+Pierre Brémaud
@@ Property / author: Pierre Brémaud / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / cites work @@
+Smoothed (conditional) perturbation analysis of discrete event dynamical systems
+Normal rank
@@ Property / cites work @@
+Perturbation analysis and optimization of queueing networks
+Normal rank
@@ Property / cites work @@
+A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
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@@ Property / cites work @@
+Open Queueing Systems in Light Traffic
@@ Property / cites work: Open Queueing Systems in Light Traffic / rank @@
+Normal rank
@@ Property / cites work @@
+Sensitivity Analysis for Simulations via Likelihood Ratios
+Normal rank
@@ Property / cites work @@
+A New Estimator of Sensitivity Measures for Simulations Based on Light Traffic Theory
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/bf01159209
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@@ Property / OpenAlex ID @@
+W1586561100
@@ Property / OpenAlex ID: W1586561100 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1183687