Infinitesimal perturbation analysis of birth and death process

DOI10.1016/0167-6377(88)90051-XMaRDI QIDQ1099508zbMATH OpenFDO

Authors Paul Glasserman

Publication date 1988

Published in Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

infinitesimal perturbation analysisbirth and death process

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Consistency of infinitesimal perturbation analysis estimators with rates
• Bias properties of infinitesimal perturbation analysis for systems with parallel servers
• Augmented infinitesimal perturbation analysis: An alternate explanation
• scientific article; zbMATH DE number 50675

Cites work

• A diffusion approximation for a network of reservoirs with power law release rule
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Perturbation analysis and optimization of queueing networks

Cited in

(9)

• Inflated-parameter modification of the pure birth process
• Analytic birth-death processes: A Hilbert-space approach
• System representations and performance sensitivity estimates of discrete event systems
• Transient analysis of birth-death processes with two boundaries
• Consistency of infinitesimal perturbation analysis estimators with rates
• On the efficient generation of discrete event sample paths under different system parameter values
• Sample path and performance homogeneity of discrete event dynamic systems
• Augmented infinitesimal perturbation analysis: An alternate explanation
• An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue

This page was built for publication: Infinitesimal perturbation analysis of birth and death process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1099508)