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Convexity of sample path performance and strong consistency of infinitesimal perturbation analysis estimates
6 references·10 citing·37 second hop
Convexity of sample path performance and strong consistency of infinitesimal perturbation analysis estimates (1992)Convexity of sample path performance and …Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices (1991)Structural Conditions for Per…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…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…Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations (1975)Simulating Stable Stochastic …Stochastic optimization of regenerative systems using infinitesimal perturbation analysis (1994)Stochastic optimization of re…Perturbation analysis of theGI/GI/1 queue (1994)Perturbation analysis of theG…Perturbation Analysis of Production Networks (1994)Perturbation Analysis of Prod…On using continuous flow lines to model discrete production lines (1994)On using continuous flow line…Nondifferentiability of the steady-state function in discrete event dynamic systems (1994)Nondifferentiability of the s…Regenerative derivatives of regenerative sequences (1993)Regenerative derivatives of r…Stationary waiting time derivatives (1992)Stationary waiting time deriv…Sensitivity analysis for stationary and ergodic queues (1992)Sensitivity analysis for stat…Strongly Consistent Steady-State Derivative Estimates (1991)Strongly Consistent Steady-St…Strong consistency of infinitesimal perturbation analysis for tandem queueing networks (1991)Strong consistency of infinit…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)On the Convergence Rates of IPA and FDC Derivative Estimators (1994)Simulation Modeling and Analysis. (1983)Discrete-Event System Simulation (1984)Introduction to Simulation Using Siman (1990)Simulation optimization of buffer allocations in production lines with unreliable machines (2000)Perturbation analysis for stochastic fluid queueing systems (2003)Stochastic optimization for transshipment problems with positive replenishment lead times (2010)A gradient technique for general buffer storage design in a production line (1979)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)Introduction to Stochastic Processes (2014)Queueing Systems. Volume 1: Theory (1975)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Applied Probability and Queues (1987)Optimization of discrete event systems via simultaneous perturbation stochastic approximation (1997)A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization (1998)Two-timescale algorithms for simulation optimization of hidden Markov models (2001)Perturbation analysis and optimization of queueing networks (1983)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)Optimization via simulation: A review (1994)Proceedings of the 1987 winter simulation conference (1988)Closed Queuing Systems with Exponential Servers (1967)Computational algorithms for closed queueing networks with exponential servers (1973)Gradient Estimation via Perturbation Analysis (1991)A stochastic approximation algorithm to compute bid prices for joint capacity allocation and overbooking over an airline network (2011)A Two‐Product Newsvendor Problem with Partial Demand Substitution (2021)Optimal Mean-Squared-Error Batch Sizes (1995)
this work references cited by second hop

References

  • 1975Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations273 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 1987Infinitesimal perturbation analysis for general discrete event systems118 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

Cited by

  • 1994Stochastic optimization of regenerative systems using infinitesimal perturbation analysis55 cited
  • 1994Perturbation Analysis of Production Networks53 cited
  • 1994On using continuous flow lines to model discrete production lines52 cited
  • 1991Strongly Consistent Steady-State Derivative Estimates39 cited
  • 1993Regenerative derivatives of regenerative sequences27 cited
  • 1994Nondifferentiability of the steady-state function in discrete event dynamic systems25 cited
  • 1992Sensitivity analysis for stationary and ergodic queues21 cited
  • 1992Stationary waiting time derivatives20 cited

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1994
Perturbation analysis of theGI/GI/1 queue
20 cited
  • 1991Strong consistency of infinitesimal perturbation analysis for tandem queueing networks15 cited