Derivative estimation via stochastic intensities: Event averages in queueing systems

DOI10.1016/0167-6377(94)00062-BzbMath0836.90077OpenAlexW2117453191MaRDI QIDQ1904612

Michael A. Zazanis

Publication date: 7 January 1996

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(94)00062-b

zbMATH Keywords

sensitivity analysisderivative estimation of event averagesstochastic intensities

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Point processes and queues. Martingale dynamics
• Maximal coupling and rare perturbation sensitivity analysis
• Perturbation analysis of the \(GI/GI/1\) queue
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Smoothed perturbation analysis for a class of discrete-event systems

This page was built for publication: Derivative estimation via stochastic intensities: Event averages in queueing systems