Sensitivity estimation for Gaussian systems

European Journal of Operational Research

Volumn 187, Issue 1, 2008, Pages 193-207

  Heidergott, Bernd ^a   Vázquez Abad, Felisa J ^b   Volk Makarewicz, Warren ^b  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Double sided Maxwell distribution; Efficient estimation; Generation of random variables; Infinitesimal perturbation analysis; Measure valued derivatives; Score function

Indexed keywords

MAXWELL EQUATIONS; NUMERICAL METHODS; ONE DIMENSIONAL; OPTIMIZATION; PERTURBATION TECHNIQUES; RANDOM VARIABLES; SENSITIVITY ANALYSIS;

DOUBLE-SIDED MAXWELL DISTRIBUTION; EFFICIENT ESTIMATION; INFINITESIMAL PERTURBATION ANALYSIS; MEASURE-VALUED DERIVATIVES; SCORE FUNCTIONS;

GAUSSIAN DISTRIBUTION;

EID: 35848943884     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.04.004     Document Type: Article

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