The following pages link to (Q4335417):
Displaying 50 items.
- Risk-balanced dimensioning and pricing of end-to-end differentiated services (Q323391) (← links)
- Perturbation analysis of waiting times in the G/G/1 queue (Q373009) (← links)
- Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors (Q624236) (← links)
- On identification of FIR systems having quantized output data (Q644247) (← links)
- On adaptive stratification (Q666354) (← links)
- Strong bounds on perturbations (Q836866) (← links)
- Simulation-based optimal sensor scheduling with application to observer trajectory planning (Q883376) (← links)
- Sensitivity analysis of ranked data: from order statistics to quantiles (Q896493) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Valuation of electricity swing options by multistage stochastic programming (Q1023350) (← links)
- Monte Carlo bounding techniques for determinig solution quality in stochastic programs (Q1306368) (← links)
- Decomposition methods in stochastic programming (Q1365061) (← links)
- A system approach to management of catastrophic risks. (Q1582218) (← links)
- Random motions, classes of ergodic Markov chains and beta distributions (Q1591169) (← links)
- Convergence analysis of contrastive divergence algorithm based on gradient method with errors (Q1665421) (← links)
- Fold-up derivatives of set-valued functions and the change-set problem: a survey (Q1695752) (← links)
- Asymptotic bias of stochastic gradient search (Q1704136) (← links)
- Convergence conditions for the observed mean method in stochastic programming (Q1745693) (← links)
- Coupling based estimation approaches for the average reward performance potential in Markov chains (Q1796998) (← links)
- Stochastic optimization for real time service capacity allocation under random service demand (Q1931638) (← links)
- Optimal balanced control for call centers (Q1945068) (← links)
- A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue (Q1959118) (← links)
- Decision-dependent probabilities in stochastic programs with recourse (Q1989722) (← links)
- A simultaneous perturbation weak derivative estimator for stochastic neural networks (Q2010380) (← links)
- Convergence and convergence rate of stochastic gradient search in the case of multiple and non-isolated extrema (Q2018557) (← links)
- Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
- A perturbation analysis of Markov chains models with time-varying parameters (Q2203626) (← links)
- Stochastic optimization on social networks with application to service pricing (Q2355196) (← links)
- Exponential forgetting and geometric ergodicity for optimal filtering in general state-space models (Q2387456) (← links)
- Sensitivity estimation for Gaussian systems (Q2426571) (← links)
- Measure-valued differentiation for Markov chains (Q2481121) (← links)
- Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches (Q2514869) (← links)
- Sequential importance sampling algorithms for dynamic stochastic programming (Q2567700) (← links)
- The single-node dynamic service scheduling and dispatching problem (Q2572807) (← links)
- Perturbation analysis of inhomogeneous finite Markov chains (Q2806356) (← links)
- (Q3386773) (← links)
- Insurability of catastrophic risks: the stochastic optimization model (Q4484944) (← links)
- Insurability of catastrophic risks: the stochastic optimization model (Q4484945) (← links)
- INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION (Q4794303) (← links)
- (Q4969241) (← links)
- A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
- (Q4999096) (← links)
- Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation (Q5001127) (← links)
- Nonparametric Estimations and the Diffeological Fisher Metric (Q5021896) (← links)
- Solving Stochastic Optimization with Expectation Constraints Efficiently by a Stochastic Augmented Lagrangian-Type Algorithm (Q5060780) (← links)
- A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
- Risk-Sensitive Reinforcement Learning via Policy Gradient Search (Q5102286) (← links)
