Computation of Derivatives by Means of the Power-Series Algorithm

DOI10.1287/IJOC.8.1.45MaRDI QIDQ4888176zbMATH OpenOpenAlexFDO

Authors J. P. C. Blanc, R. D. van der Mei

Publication date 28 October 1996

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/163373/Computation.pdf

zbMATH Keywords

large systemspower series algorithmquasi birth-and-death processesqueueing systemssystem performance measures

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

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