Sensitivity Analysis from Sample Paths Using Likelihoods

DOI10.1287/MNSC.35.12.1475zbMath0684.62064OpenAlexW2099178087MaRDI QIDQ4734636

Don Towsley, Philip Heidelberger

Publication date: 1989

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.35.12.1475

zbMATH Keywords

sensitivity analysisstrong lawcentral limit theoremload balancingqueueing systemson-line controlexponential classlikelihood estimatorPoisson rateM/M/1 queuejackknifingsample patharrival ratesimulation studiesregenerative systemsestimating a derivativerate of a Poisson process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of statistics (62P99)

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