Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio

DOI10.1007/BF02094338zbMath0769.60090MaRDI QIDQ1197804

Michael Shalmon, Reuven Y. Rubinstein

Publication date: 16 January 1993

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

traffic intensityqueueing modelsanalytical formulas for the varianceregenerative estimators

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Cites Work

• Perturbation analysis and optimization of queueing networks
• Analysis of the GI/GI/1 Queue and its Variations via the LCFS Preemptive Resume Discipline and Its Random Walk Interpretation
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Queueing Simulation in Heavy Traffic
• Sensitivity Analysis for Simulations via Likelihood Ratios
• Planning Queueing Simulations
• The total waiting time in a busy period of a stable single-server queue, II

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