Title
Maximal coupling and rare perturbation sensitivity analysis
Abstract
In this article, we introduce a new method for obtaining the ersatz sample derivatives useful in sensitivity analysis: the maximal coupling RPA method.
Year
DOI
Venue
1992
10.1007/BF01163859
Queueing Systems
Keywords
Field
DocType
rare perturbation sensitivity analysis,perturbation analysis,point processes.,discrete event dynamical systems,sensitivity analysis,likelihood ratio,maximal coupling,simulation,Sensitivity analysis,point processes
Discrete event system,Mathematical optimization,Coupling,Perturbation theory,Mathematical analysis,Point process,Uniform distribution (continuous),Poisson process,Mathematics,Perturbation (astronomy),Dynamical system,Calculus
Journal
Volume
Issue
Citations 
11
4
14
PageRank 
References 
Authors
2.81
8
1
Name
Order
Citations
PageRank
P. Brémaud1254.57