Uniformization based sensitivity estimation for a class of discrete-event systems

DOI10.1007/BF01441210zbMath0807.93001MaRDI QIDQ1329140

Pirooz Vakili, Guo-Xiang Yu

Publication date: 2 March 1995

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

zbMATH Keywords

algorithms; estimation; discrete-event systems; smoothed perturbation analysis

Mathematics Subject Classification ID

93B35: Sensitivity (robustness)

93A10: General systems

Related Items

Uniformization and performance sensitivity estimation in closed queueing networks

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
• Markov chain models - rarity and exponentiality
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Open Queueing Systems in Light Traffic
• Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
• A New Estimator of Sensitivity Measures for Simulations Based on Light Traffic Theory
• Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
• The limiting value of derivative estimators based on perturbation analysis
• Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem
• Massively parallel and distributed simulation of a class of discrete event systems
• Smoothed perturbation analysis for a class of discrete-event systems