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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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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