Infinitesimal perturbation analysis of birth and death process

DOI10.1016/0167-6377(88)90051-XzbMath0638.60090MaRDI QIDQ1099508

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)

Related Items

On the efficient generation of discrete event sample paths under different system parameter values, System representations and performance sensitivity estimates of discrete event systems, Sample path and performance homogeneity of discrete event dynamic systems, An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue, Consistency of infinitesimal perturbation analysis estimators with rates, Augmented infinitesimal perturbation analysis: An alternate explanation

Cites Work

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