Convergence Properties of Infinitesimal Perturbation Analysis Estimates

DOI10.1287/mnsc.34.11.1281zbMath0685.65130OpenAlexW2127255353MaRDI QIDQ4203793

Michael A. Zazanis, Philip Heidelberger, Xi-Ren Cao, Rajan Suri

Publication date: 1988

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.34.11.1281

zbMATH Keywords

moments convergence queues infinitesimal perturbation analysis stochastic simulation Jackson network strongly consistent estimates discrete event simulation birth and death process simulation multiple steady state throughputs sample path derivative

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Probabilistic methods, stochastic differential equations (65C99)

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