Abstract
Abstract Over the last two decades, various perturbation analysis techniques have been developed to handle a large class of problems. Coupling is a method of generating multiple random samples. It has wide range of applications in applied probability. This paper is concerned with perturbation analysis via coupling. This approach offers a great versatility of the form of gradient estimators, which is potentially useful for variance reduction and for efficient implementation. It is demonstrated in this paper that several known perturbation analysis techniques can be recasted as special ways of coupling.
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