On directional derivatives of Skorokhod maps in convex polyhedral domains
DOI10.1214/17-AAP1299zbMath1401.90232arXiv1602.01860OpenAlexW2963277490WikidataQ130038605 ScholiaQ130038605MaRDI QIDQ1650088
Kavita Ramanan, David Lipshutz
Publication date: 29 June 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.01860
sensitivity analysisstochastic flowreflected processoblique reflectionextended Skorokhod problemboundary jitter propertyderivative problemdirectional derivative of the Skorokhod map
Sensitivity (robustness) (93B35) Sensitivity, stability, parametric optimization (90C31) Stochastic network models in operations research (90B15) Sample path properties (60G17)
Related Items (6)
Cites Work
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