On the efficient generation of discrete event sample paths under different system parameter values

DOI10.1016/S0378-4754(98)90005-2zbMath0645.60110OpenAlexW2013642561MaRDI QIDQ1103283

Shu Li, Pirooz Vakili, Yu-Chi Ho

Publication date: 1988

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(98)90005-2

zbMATH Keywords

perturbation analysisexperimental resultsefficiently generating sample paths

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Special processes (60K99)

Related Items (7)

Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods ⋮ Parallel simulation of DEDS via event synchronization ⋮ Standard clock simulation and ordinal optimization applied to admission control in integrated communication networks ⋮ An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue ⋮ Using a standard clock technique for efficient simulation ⋮ Full-state perturbation analysis of discrete event dynamic systems ⋮ Optimization via simulation: A review

Cites Work

• The score function approach for sensitivity analysis of computer simulation models
• Infinitesimal perturbation analysis of birth and death process
• Insensitivity of steady-state distributions of generalized semi-Markov processes. I
• Markov chain models - rarity and exponentiality
• Extensions of infinitesimal perturbation analysis
• Open, Closed, and Mixed Networks of Queues with Different Classes of Customers
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