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Infinitesimal perturbation analysis of the M/G/1/K queue
15 references·0 citing·42 second hop
Infinitesimal perturbation analysis of the M/G/1/K queue (2003)Infinitesimal perturbation analysis of th…Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Sensitivity Analysis for Simu…Performance sensitivity to routing changes in queueing networks and flexible manufacturing systems using perturbation analysis (1989)Performance sensitivity to ro…Open Queueing Systems in Light Traffic (1989)Open Queueing Systems in Ligh…Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Perturbation Analysis Gives S…Convergence Properties of Infinitesimal Perturbation Analysis Estimates (1988)Convergence Properties of Inf…A Sample Performance Function of Closed Jackson Queueing Networks (1988)A Sample Performance Function…Smoothed (conditional) perturbation analysis of discrete event dynamical systems (1987)Smoothed (conditional) pertur…Sensitivity estimates based on one realization of a stochastic system† (1987)Sensitivity estimates based o…Infinitesimal perturbation analysis for general discrete event systems (1987)Infinitesimal perturbation an…Estimating the sojourn time sensitivity in queueing networks using perturbation analysis (1987)Estimating the sojourn time s…Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis (1985)Performance sensitivity to ro…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…Continuity of Generalized Semi-Markov Processes (1980)Continuity of Generalized Sem…The Steady-State Queueing Time Distribution for the M/G/1 Finite Capacity Queue (1975)The Steady-State Queueing Tim…Point Processes and Queues (1981)A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (1990)Likelihood ratio gradient estimation for stochastic systems (1990)Optimization via simulation: A review (1994)Multiple channel queues in heavy traffic. I (1970)Stochastic Processes in Queueing Theory (1976)Open and Closed Models for Networks of Queues (1984)Queueing Networks: A Survey of Their Random Processes (1985)Queues and Point Processes. (1985)Fast simulation of rare events in queueing and reliability models (1995)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)Exploratory Modeling for Policy Analysis (1993)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)A Guide to Simulation (1983)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)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)Perturbation Analysis of Production Networks (1994)Introduction to Stochastic Processes (2014)Mathematical Theory of Connecting Networks and Telephone Traffic (1966)Approximations of the Mean Waiting Time in an M/G/s Queueing System (1979)Matrix-Geometric Solutions to Stochastic Models (1984)On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (1992)Call admission and routing in multi-service loss networks (1994)Interpolation approximations for symmetric Fork-Join queues (1994)Poisson Arrivals See Time Averages (1982)Steady-state simulation of queueing processes: survey of problems and solutions (1990)Open, Closed, and Mixed Networks of Queues with Different Classes of Customers (1975)Mean-Value Analysis of Closed Multichain Queuing Networks (1980)Optimization in simulation (1987)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Chapter 19 Gradient Estimation (2006)ON STOCHASTIC APPROXIMATION (1956)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)
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References

  • 1983Perturbation analysis and optimization of queueing networks296 cited
  • 1989Sensitivity Analysis for Simulations via Likelihood Ratios253 cited
  • 1988Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue226 cited
  • 1987Smoothed (conditional) perturbation analysis of discrete event dynamical systems222 cited
  • 1980Continuity of Generalized Semi-Markov Processes197 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
  • 1989Open Queueing Systems in Light Traffic111 cited
  • 1988A Sample Performance Function of Closed Jackson Queueing Networks47 cited
  • 1975The Steady-State Queueing Time Distribution for the M/G/1 Finite Capacity Queue43 cited
  • 1985Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis41 cited
  • 1987Sensitivity estimates based on one realization of a stochastic system†37 cited
  • 1987Estimating the sojourn time sensitivity in queueing networks using perturbation analysis24 cited

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1989
Performance sensitivity to routing changes in queueing networks and flexible manufacturing systems using perturbation analysis
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