Unbiased estimates for gradients of stochastic network performance measures

DOI10.1007/BF00995493zbMath0791.60081arXiv1210.5418MaRDI QIDQ1321571

Nikolai Krivulin

Publication date: 14 July 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5418

zbMATH Keywords

performance measuresperturbation analysisstochastic networksunbiased estimates

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

A recursive equations based representation for the \(G/G/m\) queue ⋮ The thermal equilibrium state of semiconductor devices ⋮ A max-algebra approach to modeling and simulation of tandem queueing systems

Cites Work

• Unnamed Item
• Unnamed Item
• Convergence of parameter sensitivity estimates in a stochastic experiment
• Performance evaluation and perturbation analysis of discrete event dynamic systems

This page was built for publication: Unbiased estimates for gradients of stochastic network performance measures