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

DOI10.1007/BF02094338MaRDI QIDQ1197804zbMATH OpenFDO

Authors Michael Shalmon, Reuven Y. Rubinstein

Publication date 16 January 1993

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

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)

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Cites work

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

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