Steady-state sample path derivative estimators

DOI10.1016/0893-9659(90)90137-ZzbMATH Open0708.60093MaRDI QIDQ920488FDOQ920488

Authors: Elsie Sterbin Gottlieb 

Publication date: 1990

Published in: Applied Mathematics Letters (Search for Journal in Brave)

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zbMATH Keywords

performance measuresinfinitesimal perturbation analysis

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Title not available (Why is that?)
• Interchangeability of expectation and differentiation of waiting times in \(GI/G/1\) queues

Cited In (4)

• On the Convergence Rates of IPA and FDC Derivative Estimators
• Strongly Consistent Steady-State Derivative Estimates
• Sample path and performance homogeneity of discrete event dynamic systems
• Consistency of infinitesimal perturbation analysis for the GI/G/m queue

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