scientific article; zbMATH DE number 1836351

MaRDI QIDQ4782020zbMATH OpenFDO

Authors Felisa J. Vázquez-Abad

Publication date 2000

zbMATH Keywords

gradient estimationweak differentiationpathwise analysisSensitivity estimation

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Discrete event control/observation systems (93C65)

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• Gradient estimation for discrete-event systems by measure-valued differentiation
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Cited in

(6)

• Sensitivity estimates based on one realization of a stochastic system†
• Pathwise estimation of probability sensitivities through terminating or steady-state simulations
• Sensitivity estimation for Gaussian systems
• Generalized estimates for performance sensitivities of stochastic systems
• Sensitivity analysis via simulation in the presence of discontinuities
• Sensitivity analysis of discrete event systems by the push out method

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