Variational Analysis of Functionals of Poisson Processes

DOI10.1287/moor.25.3.485.12217zbMath1018.49022OpenAlexW2163428796MaRDI QIDQ2757649

Sergei Zuyev, Ilya S. Molchanov

Publication date: 26 November 2001

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

Full work available at URL: https://doi.org/10.1287/moor.25.3.485.12217

zbMATH Keywords

variational methodsperturbation analysisnecessary optimality conditionstochastic model applicationsinfinite measureoptimization on measuresanalyticity on the cone of finite measureFréchet derivatives of functionalsfunctional of Poisson point process

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Stochastic network models in operations research (90B15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Optimality conditions for problems involving randomness (49K45) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Optimality conditions for problems in abstract spaces (49K27)

Related Items (15)

Optimal design of dilution experiments under volume constraints ⋮ Optimal approximation and quantisation ⋮ Optimal Poisson quantisation ⋮ Variational Analysis of Poisson Processes ⋮ Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications ⋮ Nonparametric estimation for compound Poisson process via variational analysis on measures ⋮ Central limit theorems for \(U\)-statistics of Poisson point processes ⋮ Fast approximation of the intensity of Gibbs point processes ⋮ Perturbation analysis of Poisson processes ⋮ Poisson process Fock space representation, chaos expansion and covariance inequalities ⋮ Isoperimetric and related bounds on configuration spaces ⋮ Optimisation in space of measures and optimal design ⋮ On the Ornstein–Zernike equation for stationary cluster processes and the random connection model ⋮ Variational Calculus in the Space of Measures and Optimal Design ⋮ Tangent sets in the space of measures: with applications to variational analysis.

This page was built for publication: Variational Analysis of Functionals of Poisson Processes