On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/questa/BremaudV92
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1992
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On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method.
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249-269
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dc:
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Sensitivity analysis; queues; point processes; perturbation analysis; likelihood ratios; routing
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On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method.
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