Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach

DOI10.2307/1427270zbMath0657.60116OpenAlexW2318424105MaRDI QIDQ3805606

Ferenc Szidarovszky, Reuven Y. Rubinstein

Publication date: 1988

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427270

zbMATH Keywords

perturbation analysisestimation of derivativesapplications in complex queueing systems

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (3)

Generalized estimates for performance sensitivities of stochastic systems ⋮ Sensitivity analysis and the ``what if problem in simulation analysis ⋮ Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques

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