On derivative estimation of single-server queues via structural infinitesimal perturbation analysis

Author:

Dai Liyi,Ho Y. C.

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Modeling and Simulation,Control and Systems Engineering

Reference28 articles.

1. Bremaud, P. 1991. Maximal coupling and rare perturbation sensitivity analysis. Manuscript.

2. Bremaud, P., and Massoulie, L. 1993. Maximal coupling rare perturbation analysis with a random horizon. Manuscript.

3. Bremaud, P., and Vazquez-Abad, F. J. (1992). On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method.Queueing Systems 10, pp. 249?270.

4. Cassandras, C. G. 1993.Discrete Event Systems: Modeling and Performance Analysis. Homewood: Irwin/Aksen.

5. Cassandras, C. G., and Julka, V. 1992. Marked/phantom slot algorithms for a class of scheduling problems.Proc. 31 st Conference on Decision and Control, Tucson, AZ, pp. 3215?3220.

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2. Customer-oriented finite perturbation analysis for queueing networks;Discrete Event Dynamic Systems;2000

3. APPLICATION OF SMOOTHED PERTURBATION ANALYSIS TO A DISCRETE-TIME STATIONARY QUEUE;Journal of the Operations Research Society of Japan;1998

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