Obtaining sample path derivatives by source code instrumentation

DOI10.1007/BF01797137MaRDI QIDQ2563758zbMATH OpenOpenAlexWikidataFDO

Authors Eric J. Braude

Publication date 16 December 1996

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

Full work available at URL https://doi.org/10.1007/bf01797137

zbMATH Keywords

discrete event dynamical systemgradient instrumentationsample path derivatives

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic systems and control (93E99)

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Cites work

• A Sample Performance Function of Closed Jackson Queueing Networks
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
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• scientific article; zbMATH DE number 51708 (Why is no real title available?)
• scientific article; zbMATH DE number 3574936 (Why is no real title available?)
• Perturbation analysis and optimization of queueing networks

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