Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem
DOI10.1145/169702.169686zbMATH Open0840.62086OpenAlexW2088386141MaRDI QIDQ4876064FDOQ4876064
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Publication date: 4 July 1996
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/inria-00075067/file/RR-1495.pdf
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- On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
- Maximal coupling rare perturbation analysis with a random horizon
- Sensitivity analysis of stationary performance measures for Markov chains
- Uniformization based sensitivity estimation for a class of discrete-event systems
- Augmented infinitesimal perturbation analysis: An alternate explanation
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