Derivatives of probability measures-concepts and applications to the optimization of stochastic systems

  • Georg Ch. Pflug
Conference paper
First Online:
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 103)

Keywords

Probability Measure Process Representation Process Derivative Weak Derivative Infinitesimal Perturbation Analysis 
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References

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Copyright information

© International Institute for Applied Systems Analysis 1988

Authors and Affiliations

  • Georg Ch. Pflug
    • 1
  1. 1.Justus-Liebig-UniversityGiessenGermany

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