| Publication | Date of Publication | Type |
|---|
Differentiation via logarithmic expansions
Asia-Pacific Journal of Operational Research | 2020-02-20 | Paper |
A simultaneous perturbation weak derivative estimator for stochastic neural networks
Computational Management Science | 2019-11-27 | Paper |
A Simultaneous Perturbation Weak Derivative Estimator for Stochastic Neural Networks
(available as arXiv preprint) | 2019-05-03 | Paper |
Estimation of blocking probabilities in cellular networks with dynamic channel assignment
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | 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 |
Gradient estimation for discrete-event systems by measure-valued differentiation
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Setwise and filtered Gibbs samplers for teletraffic analysis
ACM Transactions on Modeling and Computer Simulation | 2018-04-16 | Paper |
Gradient based policy optimization of constrained Markov decision processes
(available as arXiv preprint) | 2013-06-12 | Paper |
Phantom harmonic gradient estimators for nonpreemptive priority queueing systems
INFORMS Journal on Computing | 2012-05-30 | Paper |
Gradient-based simulation optimization under probability constraints
European Journal of Operational Research | 2012-05-14 | Paper |
Change-point monitoring for online stochastic approximations
Automatica | 2010-11-25 | 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 |
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 |
| Stochastic Programming with Probability | 2007-08-02 | Paper |
| Measure-valued differentiation for random horizon problems | 2007-02-08 | Paper |
Ghost simulation model for the optimization of an urban subway system
Discrete Event Dynamic Systems | 2006-02-23 | Paper |
Sensitivity analysis for ruin probabilities: canonical risk model
The Journal of the Operational Research Society | 2005-03-16 | Paper |
RPA pathwise derivative estimation of ruin probabilities
Insurance Mathematics & Economics | 2003-08-26 | Paper |
Decentralized Adaptive Flow Control of High-Speed Connectionless Data Networks
Operations Research | 2003-06-05 | Paper |
Global Stochastic Optimization with Low-Dispersion Point Sets
Operations Research | 2002-06-04 | Paper |
Centralized and decentralized asynchronous optimization of stochastic discrete-event systems
IEEE Transactions on Automatic Control | 2001-09-02 | Paper |
Functional Estimation for a Multicomponent Age Replacement Model
American Journal of Mathematical and Management Sciences | 2000-07-24 | Paper |
| scientific article; zbMATH DE number 1836395 (Why is no real title available?) | 2000-01-01 | Paper |
| scientific article; zbMATH DE number 1836351 (Why is no real title available?) | 2000-01-01 | Paper |
Strong points of weak convergence: A study using RPA gradient estimation for automatic learning
Automatica | 1999-11-02 | Paper |
Functional estimation with respect to a threshold parameter via dynamic split-and-merge
Discrete Event Dynamic Systems | 1997-11-09 | Paper |
| scientific article; zbMATH DE number 956584 (Why is no real title available?) | 1997-04-13 | Paper |
Adaptive decentralized control under non-uniqueness of the optimal control
Discrete Event Dynamic Systems | 1996-12-16 | Paper |
Stochastic Approximation Methods for Systems over an Infinite Horizon
SIAM Journal on Control and Optimization | 1996-05-06 | Paper |
| scientific article; zbMATH DE number 744087 (Why is no real title available?) | 1995-08-21 | Paper |
Estimation of the derivative of a stationary measure with respect to a control parameter
Journal of Applied Probability | 1993-01-16 | Paper |
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
Queueing Systems | 1992-06-28 | Paper |
