The limiting value of derivative estimators based on perturbation analysis
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Publication:4712738
DOI10.1080/15326349908807146zbMath0744.60102OpenAlexW1977777910MaRDI QIDQ4712738
Publication date: 25 June 1992
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349908807146
Limit theorems in probability theory (60F99) Markov processes (60J99) Probabilistic methods, stochastic differential equations (65C99)
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Uniformization based sensitivity estimation for a class of discrete-event systems ⋮ Infinitesimal perturbation analysis of a queueing system with bursty traffic ⋮ Perturbation analysis of the \(GI/GI/1\) queue ⋮ Maximal coupling rare perturbation analysis with a random horizon ⋮ A new method of performance sensitivity analysis for non-Markovian queueing networks ⋮ New performance sensitivity formulae for a class of product-form queueing networks ⋮ Maximal coupling and rare perturbation sensitivity analysis
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