Sensitivity analysis via simulation in the presence of discontinuities
DOI10.1007/S001860400357zbMATH Open1104.93041OpenAlexW2043851099MaRDI QIDQ706371FDOQ706371
Authors: Mikael Signahl 
Publication date: 8 February 2005
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001860400357
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- What you should know about simulation and derivatives
- Sensitivity Analysis for Simulations via Likelihood Ratios
- Hidden discontinuities and parametric sensitivity calculations
- Discontinuity detection in multivariate space for stochastic simulations
- Smoothing complements and randomized score functions
- Sensitivity analysis in continuous location models via interval analysis
- Title not available (Why is that?)
- Pathwise estimation of probability sensitivities through terminating or steady-state simulations
- Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions)
- A novel sensitivity index for analyzing the response of numerical models with interval inputs
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