Analytic perturbation analysis for deds with discontinuous sample-path functions∗

DOI10.1080/15326349708807436zbMATH Open0896.60071OpenAlexW2087776721MaRDI QIDQ4354601FDOQ4354601

Authors: Stanislav P. Uryasev 

Publication date: 17 September 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349708807436

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zbMATH Keywords

probabilistic fracture mechanicsdiscrete event dynamic systemanalytic perturbation analysisdiscontinuous sample-path functionestimate of gradient

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cited In (3)

• On the efficient generation of discrete event sample paths under different system parameter values
• Smoothed perturbation analysis for a class of piecewise constant sample performance functions
• Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach

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