Sensitivity estimation for Gaussian systems
From MaRDI portal
Publication:2426571
DOI10.1016/j.ejor.2007.04.004zbMath1330.62332MaRDI QIDQ2426571
Warren Volk-Makarewicz, Felisa J. Vázquez-Abad, Bernd F. Heidergott
Publication date: 22 April 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.04.004
efficient estimation; infinitesimal perturbation analysis; score function; double-sided Maxwell distribution; generation of random variables; measure-valued derivatives
62G07: Density estimation
62M09: Non-Markovian processes: estimation
90B15: Stochastic network models in operations research
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Cites Work
