Convexity of sample path performance and strong consistency of infinitesimal perturbation analysis estimates

Jian-Qiang Hu

46 citations0/0 files storedIEEE Transactions on Automatic Control

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Advanced Queuing Theory Analysis Simulation Techniques and Applications Petri Nets in System Modeling

Abstract

A strong consistency of infinitesimal perturbation analysis (IPA) estimates for a class of stochastic processes satisfying certain convex properties is established. The approach is based on convex analysis of sample paths. Applications of the results to tandem and cyclic queueing systems are discussed. Possible extensions to more general systems are also illustrated.>

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 46 citations exist upstream.

References

1975Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue 1987Infinitesimal perturbation analysis for general discrete event systems 1991Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices 1987Realization probability in closed Jackson queueing networks and its application 1988A Sample Performance Function of Closed Jackson Queueing Networks

Cited by

1994Stochastic optimization of regenerative systems using infinitesimal perturbation analysis 1994Perturbation Analysis of Production Networks 1994On using continuous flow lines to model discrete production lines 1991Strongly Consistent Steady-State Derivative Estimates 1993Regenerative derivatives of regenerative sequences 1994Nondifferentiability of the steady-state function in discrete event dynamic systems 1992Sensitivity analysis for stationary and ergodic queues

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.