Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
DOI10.1109/9.256367zbMATH Open0764.60089OpenAlexW2159542026MaRDI QIDQ4030729FDOQ4030729
Authors: Michael C. Fu, Jian-Qiang Hu 
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
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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)
Cited In (18)
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- Smoothed perturbation analysis for queues with finite buffers
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- RPA pathwise derivative estimation of ruin probabilities
- Comparison of gradient estimation techniques for queues with non- identical servers
- Derivative estimation via stochastic intensities: Event averages in queueing systems
- Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems
- Optimization via simulation: A review
- Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
- Smoothed perturbation analysis derivative estimation for Markov chains
- On using continuous flow lines to model discrete production lines
- Uniformization based sensitivity estimation for a class of discrete-event systems
- Smoothed perturbation analysis for a class of piecewise constant sample performance functions
- Smoothing complements and randomized score functions
- Appointment scheduling and real-time sequencing strategies for patient unpunctuality
- On derivative estimation of single-server queues via structural infinitesimal perturbation analysis
- Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation
- Sensitivity analysis for Monte Carlo simulation of option pricing
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