Obtaining sample path derivatives by source code instrumentation

DOI10.1007/BF01797137zbMath0880.93063OpenAlexW2049212862WikidataQ110511735 ScholiaQ110511735MaRDI QIDQ2563758

Eric J. Braude

Publication date: 16 December 1996

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01797137

zbMATH Keywords

sample path derivativesdiscrete event dynamical systemgradient instrumentation

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Sensitivity, stability, parametric optimization (90C31)

Cites Work

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• Perturbation analysis and optimization of queueing networks
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• A Sample Performance Function of Closed Jackson Queueing Networks

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