Differentiation via Logarithmic Expansions

DOI10.1142/S0217595919500349zbMath1432.90148arXiv1608.07770OpenAlexW2973124012MaRDI QIDQ5216802

Michael C. Fu, Felisa J. Vázquez-Abad, Haralambie Leahu, Bernd F. Heidergott

Publication date: 20 February 2020

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.07770

zbMATH Keywords

sensitivity analysisnumerical differentiationTaylor series expansionsdirectional derivativefinite difference algorithm

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

Cites Work

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• Stochastic simulation: Algorithms and analysis
• Error Bounds and Comparison Results: The Markov Reward Approach For Queueing Networks
• Generation of Finite Difference Formulas on Arbitrarily Spaced Grids
• Reversion of Power Series

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