Steady-state sample path derivative estimators

DOI10.1016/0893-9659(90)90137-ZzbMath0708.60093MaRDI QIDQ920488

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

performance measuresinfinitesimal perturbation analysis

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25)

Related Items (1)

Consistency of infinitesimal perturbation analysis for the GI/G/m queue

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Interchangeability of expectation and differentiation of waiting times in \(GI/G/1\) queues
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations

This page was built for publication: Steady-state sample path derivative estimators