Sensitivity of sample values to parameter changes

DOI10.1007/BF00940820zbMATH Open0539.60035OpenAlexW2135668939MaRDI QIDQ794056FDOQ794056

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

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zbMATH Keywords

sensitivitylinearizationprobability distributionssample-path analysis

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Perturbation analysis and optimization of queueing networks
• Implementation of sensitivity calculations on a Monte Carlo experiment

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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