Strongly Consistent Steady-State Derivative Estimates
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Publication:3416022
DOI10.1017/S0269964800002199zbMath1134.93416MaRDI QIDQ3416022
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Publication date: 19 January 2007
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Related Items (8)
Convergence of perturbation analysis based optimization algorithm with fixed number of customers period ⋮ Smoothed perturbation analysis derivative estimation for Markov chains ⋮ Perturbation analysis of the \(GI/GI/1\) queue ⋮ On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates ⋮ Steady-State Sensitivity Analysis of Continuous Time Markov Chains ⋮ Smoothed perturbation analysis for queues with finite buffers ⋮ Properties of serial kanban systems ⋮ Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques
Cites Work
- The stability of open queueing networks
- Strong consistency of sample path derivative estimates
- Strong consistency of infinitesimal perturbation analysis for tandem queueing networks
- Realization probability in closed Jackson queueing networks and its application
- Continuity of Generalized Semi-Markov Processes
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