Extensions of infinitesimal perturbation analysis

DOI10.1109/9.1221MaRDI QIDQ3778563zbMATH OpenOpenAlexFDO

Authors Shu Li, Yu-Chi Ho

Publication date 1988

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.1221

zbMATH Keywords

perturbation analysisparametric optimizationsample path discontinuity

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31) Continuous-time Markov processes on general state spaces (60J25)

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(20)

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• Smoothed perturbation analysis for queues with finite buffers
• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
• Perturbation analysis of discrete event systems: Concepts, algorithms, and applications
• Robustness of perturbation analysis estimators for queueing systems with unknown distributions
• Sensitivity calculation of the throughput of an FMS with rspect to the routing mix using perturbation analysis
• Parallel simulation of DEDS via event synchronization
• Maximal coupling rare perturbation analysis with a random horizon
• Optimization via simulation: A review
• scientific article; zbMATH DE number 1420947 (Why is no real title available?)
• On the efficient generation of discrete event sample paths under different system parameter values
• A new method of performance sensitivity analysis for non-Markovian queueing networks
• Sample path and performance homogeneity of discrete event dynamic systems
• Bias properties of infinitesimal perturbation analysis for systems with parallel servers
• Augmented infinitesimal perturbation analysis: An alternate explanation
• Stochastic approximation algorithms: overview and recent trends.
• Consistency of infinitesimal perturbation analysis for the GI/G/m queue
• Full-state perturbation analysis of discrete event dynamic systems
• On derivative estimation of single-server queues via structural infinitesimal perturbation analysis
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