First and second derivative estimators for closed Jackson-like queueing networks using perturbation analysis techniques

DOI10.1023/A:1008259508579zbMath0867.62087MaRDI QIDQ679026

Gang Bao, Christos G. Cassandras, Michael A. Zazanis

Publication date: 3 August 1997

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

zbMATH Keywords

conditional expectationperturbation analysisrational approximationsecond-order effectsgradient estimationclosed Jackson-like queueing networkinterdeparture timesresponse surface estimationsmoothed perturbation analysisunbiased second derivative estimator

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Applications of statistics (62P99)

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