A New Estimator of Sensitivity Measures for Simulations Based on Light Traffic Theory

DOI10.1287/ijoc.1.3.172zbMath0754.60118OpenAlexW1981990799MaRDI QIDQ4018157

Burton Simon

Publication date: 16 January 1993

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1.3.172

zbMATH Keywords

convergence propertiessimulationssensitivity analyseslight traffic perturbation methodlight traffic theoryopen queueing system

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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