SENSITIVITY ESTIMATION REVISITED
Christos G. Cassandras
CODES Lab. - Boston University
Performance Measure:
J
(
q
) =
E
[
L
(
q,w
)]
More precisely:
J
(
q
) =
E
[
L
[
X
1
(
q
)
,X
2
(
q
)
…
]]
Scalar case:
J
(
q
) =
E
[
L
[
X
(
q
)]]