The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models (Q3991654)
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scientific article; zbMATH DE number 37336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models |
scientific article; zbMATH DE number 37336 |
Statements
The efficiency and heavy traffic properties of the score function method in sensitivity analysis of queueing models (English)
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28 June 1992
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gradient estimation
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Monte Carlo method
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regenerative simulation
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control variate
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heavy traffic
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bivariate Brownian motion
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performance evaluation
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queueing networks
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score function method
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discrete-event dynamic systems
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sensitivity
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stability
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likelihood method
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simulation estimators
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