Generalized estimates for performance sensitivities of stochastic systems
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Publication:1111513
DOI10.1016/0895-7177(88)90183-5zbMath0657.93059OpenAlexW1976860905MaRDI QIDQ1111513
Publication date: 1988
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(88)90183-5
Sensitivity (robustness) (93B35) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03)
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