Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices

DOI10.1287/opre.39.5.724zbMath0743.60086OpenAlexW2085640931MaRDI QIDQ3988903

Paul Glasserman

Publication date: 28 June 1992

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/706c05f89294ea788031ab631cf14986eac24e98

zbMATH Keywords

infinitesimal perturbation analysisgeneralized semi-Markov processesoptimizing performance

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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