Sensitivity of sample values to parameter changes

DOI10.1007/BF00940820MaRDI QIDQ794056zbMATH OpenOpenAlexFDO

Authors M. A. Eyler

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00940820

zbMATH Keywords

sensitivitylinearizationprobability distributionssample-path analysis

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Sample path properties (60G17)

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Cites work

• scientific article; zbMATH DE number 3666517 (Why is no real title available?)
• Implementation of sensitivity calculations on a Monte Carlo experiment
• Perturbation analysis and optimization of queueing networks

Cited in

(3)

• A new approach to the analysis of discrete event dynamic systems
• Sensitivity of sample values not generated by inversion
• Full-state perturbation analysis of discrete event dynamic systems

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