Abstract
In this article we present extension of the recently introduced maximal coupling Rare Perturbation Analysis (RPA), a novel approach for computing gradient estimates in sensitivity analysis, and we extend the result of Bremaud (1992) to the random horizon case. Also we interpret the analysis of Dai and Ho (1992) in terms of maximal coupling (one sided).
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have