Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

7 references·9 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1990Likelihood ratio gradient estimation for stochastic systems381 cited
1983Perturbation analysis and optimization of queueing networks296 cited
1989Sensitivity Analysis for Simulations via Likelihood Ratios253 cited
1987Smoothed (conditional) perturbation analysis of discrete event dynamical systems222 cited
1990A Unified View of the IPA, SF, and LR Gradient Estimation Techniques211 cited
1989Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue211 cited
1989Open Queueing Systems in Light Traffic111 cited

Cited by

1998Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization69 cited
2000Simulation optimization: a survey of simulation optimization techniques and procedures67 cited
1996Stochastic Approximation Methods for Systems over an Infinite Horizon50 cited
2010Gradient estimation for discrete-event systems by measure-valued differentiation40 cited
1995Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems38 cited
1998Centralized and decentralized asynchronous optimization of stochastic discrete-event systems38 cited
1993Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

32 cited

2006Measure-Valued Differentiation for Stationary Markov Chains29 cited

1995Scheduling policies using marked/phantom slot algorithms26 cited