Uniformization based sensitivity estimation for a class of discrete-event systems
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Cites work
- A New Estimator of Sensitivity Measures for Simulations Based on Light Traffic Theory
- Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem
- Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes
- Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 47258 (Why is no real title available?)
- scientific article; zbMATH DE number 51708 (Why is no real title available?)
- Markov chain models - rarity and exponentiality
- Massively parallel and distributed simulation of a class of discrete event systems
- On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
- Open Queueing Systems in Light Traffic
- Smoothed (conditional) perturbation analysis of discrete event dynamical systems
- Smoothed perturbation analysis for a class of discrete-event systems
- The limiting value of derivative estimators based on perturbation analysis
Cited in
(8)- System representations and performance sensitivity estimates of discrete event systems
- Estimation of discrete-event systems using interval computation
- Uniformization and performance sensitivity estimation in closed queueing networks
- Smoothed (conditional) perturbation analysis of discrete event dynamical systems
- Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
- scientific article; zbMATH DE number 1836351 (Why is no real title available?)
- scientific article; zbMATH DE number 1836395 (Why is no real title available?)
- A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
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