On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method-Reference-Cited by-同舟云学术

On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method

Published:1992-09 Issue:3 Volume:10 Page:249-269
ISSN:0257-0130
Container-title:Queueing Systems
language:en
Short-container-title:Queueing Syst

Author:

Br�maud Pierre,V�zquez-Abad Felisa J.

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications

Link

http://link.springer.com/content/pdf/10.1007/BF01159209.pdf

Reference14 articles.

1. F. Baccelli and P. Brémaud, Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes, submitted to AAP (1990).

2. P. Brémaud, Maximal coupling and rare perturbation analysis, in preparation (1990).

3. P. Glynn, Likelihood ratio gradient estimation for stochastic systems, Commun. ACM 33 (1990) 76?84.

4. W.B. Gong, Smoothed perurbation analysis algorithm for aG/G/1 routing problem, in:Proc. 1988 Winter Simulation Conf., eds. M. Abrams, P. Haigh and J. Comfort (1988) pp. 525?531.

5. W.B. Gong and Y.C. Ho, Smoothed perturbation analysis of discrete event dynamical systems, IEEE Trans. Auto. Control AC-10 (1987) 858?866.

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