Robust Sensitivity Analysis for Stochastic Systems

Henry Lam. Robust Sensitivity Analysis for Stochastic Systems. Math. Oper. Res., 41(4):1248-1275, 2016. [doi]

@article{Lam16-1,
  title = {Robust Sensitivity Analysis for Stochastic Systems},
  author = {Henry Lam},
  year = {2016},
  doi = {10.1287/moor.2015.0776},
  url = {http://dx.doi.org/10.1287/moor.2015.0776},
  researchr = {https://researchr.org/publication/Lam16-1},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {41},
  number = {4},
  pages = {1248-1275},
}