Weak Differentiability of Product Measures
Published Online:8 Dec 2009https://doi.org/10.1287/moor.1090.0422
References
- Transient and stationary waiting times in (max, +)-linear systems with Poisson input. Queueing Systems: Theory and Applications (QUESTA) (1997) 26:301–342Crossref, Google Scholar
- Weak Convergence of Probability Measures (1966) (John Wiley and Sons, New York) Google Scholar
- Measure Theory (1980) (Birkhäuser, Stuttgart, Germany) Crossref, Google Scholar
- Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. (1983) . Report 83-36, Institute of Applied Mathematics and Computing Science, Leiden University, Leiden, The NetherlandsGoogle Scholar
- Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. Math. Oper. Res. (1988) 13(3):395–421Link, Google Scholar
- Inequalities for completion times of stochastic PERT networks. Math. Oper. Res. (1979) 4(4):441–447Link, Google Scholar
- Linear operators. Pure and Applied Mathematics (1971) (Interscience Publishers, New York) Google Scholar
- Performance analysis of (max, +)-linear systems with Taylor series expansions. (1997) . Unpublished doctoral dissertation, Ulm University, Ulm, GermanyGoogle Scholar
- Max Plus Linear Stochastic Systems and Perturbation Analysis (2007) (Springer, Berlin) Google Scholar
- Taylor series expansions for stationary Markov chains. Adv. Appl. Probab. (2003) 35(4):1046–1070Crossref, Google Scholar
- Single-run gradient estimation via measure-valued differentiation. IEEE Trans. Automatic Control (2004) 49:1843–1846Crossref, Google Scholar
- Measure-valued differentiation for random horizon problems. Markov Processes Related Fields (2006) 12:509–536Google Scholar
- Measure valued differentiation for Markov chains. J. Optim. Theory Appl. (2008) 136(2):187–209Crossref, Google Scholar
- Gradient estimation for a class of systems with bulk services: A problem in public transportation. TOMACS (2009) . ForthcomingGoogle Scholar
- Perturbation analysis approach to phantom estimators for waiting times in the G/G/1 queue. Discrete Event Dynam. System. (2009) February 20). http://www.springer.com/math/applications/journal/10626Google Scholar
- Strong bounds on perturbations. Math. Methods Oper. Res. (2009) 70(1):99–127Crossref, Google Scholar
- Measure-valued differentiation for stationary Markov chains. Math. Oper. Res. (2006) 31(1):154–172Link, Google Scholar
- Sensitivity estimation for Gaussian systems. Eur. J. Oper. Res. (2008) 187(1):193–207Crossref, Google Scholar
- Gradient estimation for discrete event systems by measure-valued differentiation. TOMACS. ACM Trans. Model. Comput. Simulation (2009) . ForthcomingGoogle Scholar
- Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards. Math. Methods Oper. Res. (1999) 50(3):421–448Crossref, Google Scholar
- Strong Stable Markov Chains (1996) (VSP, Utrecht, The Netherlands) Crossref, Google Scholar
- Estimation of the derivative of a stationary measure with respect to a control parameter. J. Appl. Probab. (1992) 29:343–352Crossref, Google Scholar
- Stochastic approximations for systems of interest over an infinite time interval. SIAM J. Control Optim. (1996) 29:712–756Crossref, Google Scholar
- Measure-valued differentiation for finite products of measures: Theory and applications. (2008) . Thela Thesis. No. 428, Tinbergen Institute Research Series, Tinbergen Institute, Rotterdam, The NetherlandsGoogle Scholar
- On dynamic programming with unbounded rewards. Management Sci. (1974) 21(11):1225–1233Link, Google Scholar
- Markov Chains and Stochastic Stability (1993) (Springer, London) Crossref, Google Scholar
- Optimization of Stochastic Models (1996) (Kluwer Academic, Boston) Crossref, Google Scholar
- Derivatives of probability measures—Concepts and applications to the optimization of stochastic systems. Lecture Notes in Control and Information Science (1988) 103(Springer, Berlin) 252–274Google Scholar
- On uncertainty, ambiguity and complexity in project management. Management Sci. (1996) 75(2):137–176Google Scholar
- Principles of Mathematical Analysis (1976) 3rd ed.(McGraw-Hill, Tokyo) Google Scholar
- Banach Spaces of Continuous Functions (1971) (Polish Scientific Publishers, Warszaw, Poland) Google Scholar

