| Publication | Date of Publication | Type |
|---|
Perturbation and Inverse Problems of Stochastic Matrices
SIAM Journal on Matrix Analysis and Applications | 2024-02-16 | Paper |
A neural network approach to performance analysis of tandem lines: the value of analytical knowledge
Computers & Operations Research | 2023-07-04 | Paper |
Gradient estimation for smooth stopping criteria
Advances in Applied Probability | 2023-05-05 | Paper |
Assessing the impact of jumps in an option pricing model: a gradient estimation approach
European Journal of Operational Research | 2022-02-22 | Paper |
Statistical Taylor series expansion: an approach for epistemic uncertainty propagation in Markov reliability models
RAIRO - Operations Research | 2021-07-27 | Paper |
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling
Operations Research | 2021-01-19 | Paper |
Analysis of Markov influence graphs
Operations Research | 2020-10-20 | Paper |
Robust power series algorithm for epistemic uncertainty propagation in Markov chain models
Stochastic Models | 2020-04-22 | Paper |
Differentiation via logarithmic expansions
Asia-Pacific Journal of Operational Research | 2020-02-20 | Paper |
Robustness analysis of generalized Jackson network
Computational Management Science | 2019-11-27 | Paper |
The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain
Journal of Scientific Computing | 2019-06-27 | Paper |
Analysis of Jackson networks with infinite supply and unreliable nodes
Queueing Systems | 2018-06-13 | Paper |
Gradient estimation for a class of systems with bulk services: a problem in public transportation
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Ranking nodes in general networks: a Markov multi-chain approach
Discrete Event Dynamic Systems | 2018-04-18 | Paper |
Gradient estimation for discrete-event systems by measure-valued differentiation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
A Note on Gradient Estimation for Maintenance Systems
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Single-Run Gradient Estimation Via Measure-Valued Differentiation
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
A note on the relation between weak derivatives and perturbation realization
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
A Smoothed Perturbation Analysis of Parisian Options
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
A critical account of perturbation analysis of Markov chains
(available as arXiv preprint) | 2017-03-06 | Paper |
Nonergodic Jackson networks with infinite supply -- local stabilization and local equilibrium analysis
Journal of Applied Probability | 2017-01-17 | Paper |
Perturbation analysis of inhomogeneous finite Markov chains
Advances in Applied Probability | 2016-05-17 | Paper |
A measure-valued differentiation approach to sensitivities of quantiles
Mathematics of Operations Research | 2016-04-15 | Paper |
Sensitivity analysis of ranked data: from order statistics to quantiles
Discrete Event Dynamic Systems | 2015-12-09 | Paper |
A genetic algorithm for finding good balanced sequences in a customer assignment problem with no state information
Asia-Pacific Journal of Operational Research | 2015-07-28 | Paper |
Perturbation analysis of waiting times in the G/G/1 queue
Discrete Event Dynamic Systems | 2013-10-21 | Paper |
The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis
Analytical and Stochastic Modeling Techniques and Applications | 2013-08-09 | Paper |
A functional approximation for the M/G/1/N queue
Discrete Event Dynamic Systems | 2013-06-28 | Paper |
Optimal balanced control for call centers
Annals of Operations Research | 2013-04-02 | Paper |
Series expansions for continuous-time Markov processes
Operations Research | 2011-11-17 | Paper |
An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory
Operations Research | 2011-11-17 | Paper |
Gradient estimation for multicomponent maintenance systems with age-replacement policy
Operations Research | 2011-11-17 | Paper |
A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems
European Journal of Operational Research | 2011-04-29 | Paper |
Weak Differentiability of Product Measures
Mathematics of Operations Research | 2011-04-27 | Paper |
A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
Discrete Event Dynamic Systems | 2010-10-06 | Paper |
Quantile sensitivity estimation
Lecture Notes in Computer Science | 2009-12-09 | Paper |
Strong bounds on perturbations
Mathematical Methods of Operations Research | 2009-09-09 | Paper |
| Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions | 2009-08-03 | Paper |
Derivatives of Markov Kernels and Their Jordan Decomposition
Journal of Applied Analysis | 2008-10-01 | Paper |
Measure-Valued Differentiation for Stationary Markov Chains
Mathematics of Operations Research | 2008-05-27 | Paper |
Sensitivity estimation for Gaussian systems
European Journal of Operational Research | 2008-04-22 | Paper |
Measure-valued differentiation for Markov chains
Journal of Optimization Theory and Applications | 2008-04-14 | Paper |
Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion
Automatica | 2008-03-11 | Paper |
SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS
Probability in the Engineering and Informational Sciences | 2007-10-26 | Paper |
| Measure-valued differentiation for random horizon problems | 2007-02-08 | Paper |
Max-Plus Linear Stochastic Systems and Perturbation Analysis
The International Series on Discrete Event Dynamic Systems | 2006-11-16 | Paper |
| scientific article; zbMATH DE number 5018129 (Why is no real title available?) | 2006-04-07 | Paper |
A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems
Mathematics of Operations Research | 2005-11-11 | Paper |
Correction
Advances in Applied Probability | 2005-04-05 | Paper |
| scientific article; zbMATH DE number 2144804 (Why is no real title available?) | 2005-03-14 | Paper |
Taylor series expansions for stationary Markov chains
Advances in Applied Probability | 2004-03-07 | Paper |
Towards a (max,+) control theory for public transportation networks
Discrete Event Dynamic Systems | 2002-12-02 | Paper |
A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system
Journal of Applied Probability | 2002-10-10 | Paper |
Option pricing via Monte Carlo simulation. A weak derivative approach
Probability in the Engineering and Informational Sciences | 2001-10-16 | Paper |
Customer-oriented finite perturbation analysis for queueing networks
Discrete Event Dynamic Systems | 2000-12-06 | Paper |
A characterisation of (max,+)-linear queueing systems
Queueing Systems | 2000-11-22 | Paper |
Infinitesimal perturbation analysis for queueing networks with general service time distributions
Queueing Systems | 2000-09-10 | Paper |
Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach
European Journal of Operational Research | 2000-04-25 | Paper |
Analysing sojourn times in queueing networks: A structural approach.
Mathematical Methods of Operations Research | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1836395 (Why is no real title available?) | 2000-01-01 | Paper |
Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques
International Journal of Production Research | 1999-06-01 | Paper |
| scientific article; zbMATH DE number 1042760 (Why is no real title available?) | 1997-08-03 | Paper |
The zero utility principle for scale families of risk distributions
Blätter der DGVFM | 1997-04-23 | Paper |
| scientific article; zbMATH DE number 744088 (Why is no real title available?) | 1995-11-09 | Paper |
| scientific article; zbMATH DE number 4207534 (Why is no real title available?) | 1991-01-01 | Paper |
