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Implementation of sensitivity calculations on a monte carlo experiment

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References

1979A gradient technique for general buffer storage design in a production line303 cited
1983Perturbation analysis and optimization of queueing networks296 cited
1983A New Approach to Determine Parameter Sensitivities of Transfer Lines83 cited

Cited by

1985Convergence of parameter sensitivity estimates in a stochastic experiment65 cited
1994Perturbation Analysis of Production Networks53 cited
1983Infinitesimal perturbation analysis of discrete event dynamic systems: A general theory52 cited
1990How to optimize discrete-event systems from a single sample path by the score function method40 cited
1985An event domain formalism for sample path perturbation analysis of discrete event dynamic systems29 cited
1987Estimating the sojourn time sensitivity in queueing networks using perturbation analysis24 cited
2010Estimating Greeks in Simulating Lévy-Driven Models21 cited
1985On the perturbation analysis of discrete-event dynamic systems20 cited
1993Improving the design of stochastic production lines: an approach using perturbation analysis14 cited

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