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  • Search: subject:"measure-valued differentiation"
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Year of publication
Subject
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measure-valued differentiation 7 sensitivity analysis 7 Balanced Sequence 4 Call Center 4 Measure-Valued Differentiation 4 Optimization 4 bulk servers 4 score function 4 smoothed perturbation analysis 4 Theorie 3 Warteschlangentheorie 3 options 3 quantile 3 Callcenter 2 Monte-Carlo simulation 2 Queueing theory 2 Scheduling-Verfahren 2 Sensitivitätsanalyse 2 Variance-Gamma process 2 multi-asset option 2 Call centre 1 Estimation theory 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Rechnerbetrieb 1 Regression 1 Regression analysis 1 Regressionsanalyse 1 Scheduling problem 1 Schienenpersonennahverkehr 1 Schätztheorie 1 Sensitivity analysis 1 Simulation 1 multiasset option 1
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Online availability
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Free 10 Undetermined 1
Type of publication
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Book / Working Paper 10 Article 1
Type of publication (narrower categories)
All
Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 6 Undetermined 5
Author
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Heidergott, Bernd 11 Bhulai, Sandjai 4 Farenhorst-Yuan, Taoying 4 Vazquez-Abad, Felisa J. 4 Laan, Dinard van der 3 Volk-Makarewicz, Warren 3 van der Laan, Dinard 1
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Institution
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Tinbergen Instituut 3 Tinbergen Institute 2
Published in...
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Tinbergen Institute Discussion Papers 5 Tinbergen Institute Discussion Paper 3 Discussion paper / Tinbergen Institute 2 Mathematics of operations research 1
Source
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RePEc 5 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 11
Cover Image
A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles
Heidergott, Bernd; Volk-Makarewicz, Warren - 2013
estimation. Our approach elaborates on the concept of measure-valued differentiation (MVD). Thereby, we overcome the main …
Persistent link: https://www.econbiz.de/10010326413
Saved in:
Cover Image
A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles
Heidergott, Bernd; Volk-Makarewicz, Warren - Tinbergen Instituut - 2013
estimation. Our approach elaborates on the concept of measure-valued differentiation (MVD). Thereby, we overcome the main …
Persistent link: https://www.econbiz.de/10011257156
Saved in:
Cover Image
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, Bernd; Volk-Makarewicz, Warren - In: Mathematics of operations research 41 (2016) 1, pp. 293-317
Persistent link: https://www.econbiz.de/10011448383
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Optimal Balanced Control for Call Centers
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd - 2010
In this paper we study a challenging call center operation problem. The goal of our analysis is to identify an optimal policy for allocating tasks to agents. As a first step, we discuss promising randomized policies and use stochastic approximation for finding the optimal randomized policy when...
Persistent link: https://www.econbiz.de/10010325903
Saved in:
Cover Image
Optimal Balanced Control for Call Centers
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd - Tinbergen Institute - 2010
In this paper we study a challenging call center operation problem. The goal of our analysis is to identify an optimal policy for allocating tasks to agents. As a first step, we discuss promising randomized policies and use stochastic approximation for finding the optimal randomized policy when...
Persistent link: https://www.econbiz.de/10008838603
Saved in:
Cover Image
Optimal Balanced Control for Call Centers
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd - Tinbergen Instituut - 2010
In this paper we study a challenging call center operation problem. The goal of our analysis is to identify an optimal policy for allocating tasks to agents. As a first step, we discuss promising randomized policies and use stochastic approximation for finding the optimal randomized policy when...
Persistent link: https://www.econbiz.de/10011255616
Saved in:
Cover Image
Optimal balanced control for call centers
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd - 2010
In this paper we study a challenging call center operation problem. The goal of our analysis is to identify an optimal policy for allocating tasks to agents. As a first step, we discuss promising randomized policies and use stochastic approximation for finding the optimal randomized policy when...
Persistent link: https://www.econbiz.de/10011379634
Saved in:
Cover Image
Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation
Vazquez-Abad, Felisa J.; Heidergott, Bernd - 2003
analysis (SPA), a measure--valued differentiation (MVD), and a score function (SF) estimator. Numerical experiments are …
Persistent link: https://www.econbiz.de/10010325632
Saved in:
Cover Image
Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation
Vazquez-Abad, Felisa J.; Heidergott, Bernd - Tinbergen Institute - 2003
perturbation analysis (SPA), a measure--valued differentiation (MVD), and a score function (SF) estimator. Numerical experiments …
Persistent link: https://www.econbiz.de/10005144454
Saved in:
Cover Image
Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation
Vazquez-Abad, Felisa J.; Heidergott, Bernd - Tinbergen Instituut - 2003
analysis (SPA), a measure--valued differentiation (MVD), and a score function (SF) estimator. Numerical experiments are …
Persistent link: https://www.econbiz.de/10011256323
Saved in:
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