Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio

DOI10.1007/BF02094338zbMATH Open0769.60090MaRDI QIDQ1197804FDOQ1197804

Authors: Michael Shalmon, Reuven Y. Rubinstein 

Publication date: 16 January 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

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zbMATH Keywords

queueing modelstraffic intensityanalytical formulas for the varianceregenerative estimators

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Perturbation analysis and optimization of queueing networks
• Sensitivity Analysis for Simulations via Likelihood Ratios
• Planning Queueing Simulations
• Analysis of the GI/GI/1 Queue and its Variations via the LCFS Preemptive Resume Discipline and Its Random Walk Interpretation
• Queueing Simulation in Heavy Traffic
• The total waiting time in a busy period of a stable single-server queue, II

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