On derivative estimation of single-server queues via structural infinitesimal perturbation analysis

DOI10.1007/BF01438605zbMath0816.60091MaRDI QIDQ1842518

Liyi Dai, Yu-Chi Ho

Publication date: 16 July 1995

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

zbMATH Keywords

derivative estimationperturbation analysisqueueing systemsdiscrete event dynamic systems

Mathematics Subject Classification ID

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

Cites Work

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• Infinitesimal and finite perturbation analysis for queueing networks
• Using a standard clock technique for efficient simulation
• On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
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• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Extensions of infinitesimal perturbation analysis
• Perturbation analysis of a multiclass queueing system with admission control
• Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
• Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems

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