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The limiting value of derivative estimators based on perturbation analysis
14 references·0 citing·45 second hop
The limiting value of derivative estimators based on perturbation analysis (1990)The limiting value of derivative estimato…Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices (1991)Structural Conditions for Per…Realization factors and sensitivity analysis of queueing networks with state-dependent service rates (1990)Realization factors and sensi…Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes (1990)Discrete-Time Conversion for …Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue (1989)Perturbation analysis: the st…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…Infinitesimal perturbation analysis of a birth and death process (1988)Infinitesimal perturbation an…Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)Convergence Properties of Inf…A Sample Performance Function of Closed Jackson Queueing Networks (1988)A Sample Performance Function…Realization probability in closed Jackson queueing networks and its application (1987)Realization probability in cl…Infinitesimal perturbation analysis for general discrete event systems (1987)Infinitesimal perturbation an…Discrete-time conversion for simulating semi-Markov processes (1986)Discrete-time conversion for …Perturbation analysis and optimization of queueing networks (1983)Perturbation analysis and opt…Discrete time methods for simulating continuous time Markov chains (1976)Discrete time methods for sim…Simulating Stable Stochastic Systems, II: Markov Chains (1974)Simulating Stable Stochastic …Jobshop-Like Queueing Systems (1963)Theory, Volume 1, Queueing Systems (1975)Quantitative system performance: computer system analysis using queueing network models (1984)Extensions of infinitesimal perturbation analysis (1988)Techniques for simulation response optimization (1989)Exploratory Modeling for Policy Analysis (1993)A gradient technique for general buffer storage design in a production line (1979)Optimization via simulation: A review (1994)Control: A perspective (2014)A Review of Modern Computational Algorithms for Bayesian Optimal Design (2015)Simulating Stable Stochastic Systems, I: General Multiserver Queues (1974)Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations (1975)On-Line Optimization of Simulated Markovian Processes (1990)Using a standard clock technique for efficient simulation (1991)Techniques for fast simulation of models of highly dependable systems (2001)The Analysis of Simulation-Generated Time Series (1967)Principles of Operations Research. (1970)Principles of Operations Research. (1970)Confidence intervals in discrete event simulation: A comparison of replication and batch means (1977)Confidence Intervals for Steady-State Simulations II: A Survey of Sequential Procedures (1982)The score function approach for sensitivity analysis of computer simulation models (1986)Principles of Discrete Event Simulation. (1980)Optimization in simulation: Current issues and the future outlook (1990)Smoothed perturbation analysis for a class of discrete-event systems (1990)Perturbation Analysis of Production Networks (1994)Introduction to Stochastic Processes (2014)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework (1992)An overview of derivative estimation (2002)Poisson Arrivals See Time Averages (1982)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Mean-Value Analysis of Closed Multichain Queuing Networks (1980)Optimization in simulation (1987)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Chapter 19 Gradient Estimation (2006)A Stochastic Approximation Method (1951)Stochastic Estimation of the Maximum of a Regression Function (1952)Personal communication (1989)A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)Closed Queuing Systems with Exponential Servers (1967)Computational algorithms for closed queueing networks with exponential servers (1973)Convexity of sample path performance and strong consistency of infinitesimal perturbation analysis estimates (1992)Stochastic optimization of regenerative systems using infinitesimal perturbation analysis (1994)
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References

  • 1983Perturbation analysis and optimization of queueing networks296 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 1989Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue211 cited
  • 1988Convergence Properties of Infinitesimal Perturbation Analysis Estimates157 cited
  • 1987Infinitesimal perturbation analysis for general discrete event systems118 cited
  • 1976Discrete time methods for simulating continuous time Markov chains99 cited
  • 1974Simulating Stable Stochastic Systems, II: Markov Chains98 cited
  • 1991Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices71 cited
  • 1987Realization probability in closed Jackson queueing networks and its application52 cited
  • 1988A Sample Performance Function of Closed Jackson Queueing Networks47 cited
  • 1990Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes41 cited
  • 1986Discrete-time conversion for simulating semi-Markov processes39 cited
  • 1988Infinitesimal perturbation analysis of a birth and death process26 cited
  • 1990Realization factors and sensitivity analysis of queueing networks with state-dependent service rates12 cited

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