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Infinitesimal perturbation analysis of a birth and death process · Study

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ArticleInfinitesimal perturbation analysis of a birth and death process

Paul Glasserman1988

Article1988

Infinitesimal perturbation analysis of a birth and death process

Paul Glasserman

26 citations·0/0 files stored·Operations Research Letters

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Simulation Techniques and Applications Stochastic processes and statistical mechanics Advanced Queuing Theory Analysis

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References

1983Perturbation analysis and optimization of queueing networks 1987Smoothed (conditional) perturbation analysis of discrete event dynamical systems 1988Convergence Properties of Infinitesimal Perturbation Analysis Estimates 1984Convergence of parameter sensitivity estimates in a stochastic experiment 1987Infinitesimal perturbation analysis for general discrete event systems 1988Extensions of infinitesimal perturbation analysis

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1990The limiting value of derivative estimators based on perturbation analysis

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Year1988

Typearticle

Published1988-02-01

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations26

Files0 public / 0

ShelfSimulation Techniques and Applications

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doi10.1016/0167-6377(88)90051-x

openalex_workW2094837593

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