Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
From MaRDI portal
Publication:4030729
DOI10.1109/9.256367zbMath0764.60089OpenAlexW2159542026MaRDI QIDQ4030729
Publication date: 1 April 1993
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.256367
perturbation analysisgeneralized semi-Markov processderivatives of performance measures of discrete- event systems
Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)
Related Items (13)
On using continuous flow lines to model discrete production lines ⋮ Uniformization based sensitivity estimation for a class of discrete-event systems ⋮ Smoothed perturbation analysis derivative estimation for Markov chains ⋮ Comparison of gradient estimation techniques for queues with non- identical servers ⋮ Derivative estimation via stochastic intensities: Event averages in queueing systems ⋮ Appointment scheduling and real-time sequencing strategies for patient unpunctuality ⋮ Smoothed perturbation analysis for queues with finite buffers ⋮ Sensitivity Analysis for Monte Carlo Simulation of Option Pricing ⋮ Optimization via simulation: A review ⋮ Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation ⋮ On derivative estimation of single-server queues via structural infinitesimal perturbation analysis ⋮ RPA pathwise derivative estimation of ruin probabilities ⋮ Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
This page was built for publication: Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
