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. Brémaud | 1 | 25 | 4.57 |