Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem (Q4876064)
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scientific article; zbMATH DE number 870859
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English | Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem |
scientific article; zbMATH DE number 870859 |
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Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem (English)
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4 July 1996
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G/G/1 queuing systems
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likelihood ratio method
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smoothed-perturbation analysis
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rare-perturbation analysis
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discrete-event simulation
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gradient estimation
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sensitivity
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network-routing problem
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cycle variables
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arrival process
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unbiased estimates of derivatives
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stationary and ergodic estimates
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Palm distribution framework
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