The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models (Q3991654)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models |
scientific article |
Statements
The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models (English)
0 references
28 June 1992
0 references
gradient estimation
0 references
Monte Carlo method
0 references
regenerative simulation
0 references
control variate
0 references
heavy traffic
0 references
bivariate Brownian motion
0 references
performance evaluation
0 references
queueing networks
0 references
score function method
0 references
discrete-event dynamic systems
0 references
sensitivity
0 references
stability
0 references
likelihood method
0 references
simulation estimators
0 references
