A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case

Yorai Wardi, Richelle Adams, Benjamin Melamed. A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case. IEEE Trans. Automat. Contr., 55(1):89-103, 2010. [doi]

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