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Infinitesimal perturbation analysis of a birth and death process
6 references·1 citing·24 second hop
Infinitesimal perturbation analysis of a birth and death process (1988)Infinitesimal perturbation analysis of a …Extensions of infinitesimal perturbation analysis (1988)Extensions of infinitesimal p…Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)Convergence Properties of Inf…Smoothed (conditional) perturbation analysis of discrete event dynamical systems (1987)Smoothed (conditional) pertur…Infinitesimal perturbation analysis for general discrete event systems (1987)Infinitesimal perturbation an…Convergence of parameter sensitivity estimates in a stochastic experiment (1984)Convergence of parameter sens…Perturbation analysis and optimization of queueing networks (1983)Perturbation analysis and opt…The limiting value of derivative estimators based on perturbation analysis (1990)The limiting value of derivat…Jobshop-Like Queueing Systems (1963)Theory, Volume 1, Queueing Systems (1975)Quantitative system performance: computer system analysis using queueing network models (1984)Techniques for simulation response optimization (1989)Exploratory Modeling for Policy Analysis (1993)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)A Guide to Simulation (1983)A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)Optimization via simulation: A review (1994)Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue (1989)A gradient technique for general buffer storage design in a production line (1979)Control: A perspective (2014)A Review of Modern Computational Algorithms for Bayesian Optimal Design (2015)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Simulation Modeling and Analysis. (1983)Optimization in simulation: Current issues and the future outlook (1990)Stochastic Gradient Estimation (2014)Mean-Value Analysis of Closed Multichain Queuing Networks (1980)Optimization in simulation (1987)On the Convergence Rates of IPA and FDC Derivative Estimators (1994)Chapter 19 Gradient Estimation (2006)ON STOCHASTIC APPROXIMATION (1956)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)
this work references cited by second hop

References

  • 1983Perturbation analysis and optimization of queueing networks296 cited
  • 1987Smoothed (conditional) perturbation analysis of discrete event dynamical systems222 cited
  • 1988Convergence Properties of Infinitesimal Perturbation Analysis Estimates157 cited
  • 1984Convergence of parameter sensitivity estimates in a stochastic experiment137 cited
  • 1987Infinitesimal perturbation analysis for general discrete event systems118 cited
  • 1988Extensions of infinitesimal perturbation analysis102 cited

Cited by

  • 1990The limiting value of derivative estimators based on perturbation analysis9 cited

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