Gradient estimation for discrete-event systems by measure-valued differentiation
DOI10.1145/1667072.1667077zbMATH Open1384.90097OpenAlexW1975928280WikidataQ59254975 ScholiaQ59254975MaRDI QIDQ4635145FDOQ4635145
Georg Ch. Pflug, Bernd Heidergott, Felisa J. Vázquez-Abad, Taoying Farenhorst-Yuan
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/1667072.1667077
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Sensitivity, stability, parametric optimization (90C31)
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