scientific article; zbMATH DE number 1836395

MaRDI QIDQ4782076zbMATH OpenFDO

Authors Felisa J. Vázquez-Abad, Bernd Heidergott

Publication date 2000

zbMATH Keywords

discrete event systemsgradient estimationproduct rule of differentiationScore FunctionSmoothed Perturbation AnalysisWeak Derivatives

Mathematics Subject Classification ID

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

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(4)

• Gradient estimation for discrete-event systems by measure-valued differentiation
• A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems
• Risk-Sensitive Reinforcement Learning via Policy Gradient Search
• Taylor series expansions for stationary Markov chains

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