Infinitesimal perturbation analysis of birth and death process

DOI10.1016/0167-6377(88)90051-XzbMATH Open0638.60090MaRDI QIDQ1099508FDOQ1099508

Authors: Paul Glasserman 

Publication date: 1988

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

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• scientific article; zbMATH DE number 50675

zbMATH Keywords

infinitesimal perturbation analysisbirth and death process

Mathematics Subject Classification ID

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

Cites Work

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

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

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