Robustness of perturbation analysis estimators for queueing systems with unknown distributions

DOI10.1007/BF00941299zbMath0790.60075OpenAlexW2028655360MaRDI QIDQ1321078

V. Pereyra

Publication date: 20 June 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00941299

zbMATH Keywords

queueing systemsinfinitesimal perturbation analysisfinite perturbation analysisqueueing system performance optimization problemstochastic gradient estimators for performance measures

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Optimal stochastic control (93E20)

Related Items (2)

Two approaches to optimal routing and admission control in systems with real-time traffic ⋮ A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue

Cites Work

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• Infinitesimal and finite perturbation analysis for queueing networks
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Optimal static load balancing in distributed computer systems
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Extensions of infinitesimal perturbation analysis
• A Minimum Delay Routing Algorithm Using Distributed Computation
• Sensitivity Analysis for Simulations via Likelihood Ratios
• Sensitivity Analysis from Sample Paths Using Likelihoods
• A Stochastic Approximation Method

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