Sensitivity Analysis from Sample Paths Using Likelihoods
DOI10.1287/mnsc.35.12.1475zbMath0684.62064MaRDI QIDQ4734636
Don Towsley, Philip Heidelberger
Publication date: 1989
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.35.12.1475
sensitivity analysis; strong law; central limit theorem; load balancing; queueing systems; on-line control; exponential class; likelihood estimator; Poisson rate; M/M/1 queue; jackknifing; sample path; arrival rate; simulation studies; regenerative systems; estimating a derivative; rate of a Poisson process
62M05: Markov processes: estimation; hidden Markov models
60K25: Queueing theory (aspects of probability theory)
90B22: Queues and service in operations research
62P99: Applications of statistics
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