Links to Other Settings

Abstract

In the previous chapter, we strove to make our framework as general as possible by including the two principal types of parameters of interest — timing and structural — and by conditioning on varying degrees of sample path information. In this chapter, we link our framework to the results of various other PA settings — rare perturbation analysis (RPA), discontinuous perturbation analysis (DPA), and augmented infinitesimal perturbation analysis (APA) — and to estimators derived via the likelihood ratio (LR) method and the weak derivative (WD) approach.