Regenerative derivatives of regenerative sequences

DOI10.2307/1427499MaRDI QIDQ5286070zbMATH OpenOpenAlexFDO

Authors Paul Glasserman

Publication date 29 June 1993

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427499

zbMATH Keywords

couplingHarris chainsqueueing systemsregenerative processessteady-state mean

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Stationary waiting time derivatives
• Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems
• Regenerative queueing processes and their qualitative and quantitative analysis
• A Review of Regenerative Processes

Cited in

(6)

• Stationary waiting time derivatives
• A measure-valued differentiation approach to sensitivities of quantiles
• Perturbation analysis of waiting times in the G/G/1 queue
• Infinitesimal perturbation analysis (IPA) derivative estimation with unknown parameters
• IPA for stationary problems
• Sensitivity analysis for diffusion processes constrained to an orthant

This page was built for publication: Regenerative derivatives of regenerative sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5286070)