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Measure-Valued Differentiation for Stationary Markov Chains
9 references·1 citing·36 second hop
Measure-Valued Differentiation for Stationary Markov Chains (2006)Measure-Valued Differentiation for Statio…Taylor series expansions for stationary Markov chains (2003)Taylor series expansions for …Optimization of Stochastic Models (1996)Optimization of Stochastic Mo…On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (1992)On the pathwise computation o…On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network (1992)On ergodicity and recurrence …Gradient Estimation via Perturbation Analysis (1991)Gradient Estimation via Pertu…Likelihood ratio gradient estimation for stochastic systems (1990)Likelihood ratio gradient est…The Single Server Queue. (1983)The Single Server Queue.The Single Server Queue (1983)The Single Server QueueThe phantom customer and marked customer methods for optimization of closed queueing networks with blocking and general service times (1983)The phantom customer and mark…Gradient estimation for discrete-event systems by measure-valued differentiation (2010)Gradient estimation for discr…Perturbation analysis and optimization of queueing networks (1983)Sensitivity Analysis for Simulations via Likelihood Ratios (1989)Stochastic Approximation Methods for Systems over an Infinite Horizon (1996)Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization (1998)Simulation optimization: a survey of simulation optimization techniques and procedures (2000)INTRODUCTION TO STOCHASTIC SEARCH AND OPTIMIZATION: ESTIMATION, SIMULATION, AND CONTROL (2012)Importance Sampling for Stochastic Simulations (1989)Nested Partitions Method for Stochastic Optimization (2000)A review of simulation optimization techniques (2002)Simulation optimization: A comprehensive review on theory and applications (2004)Introduction to Stochastic Processes (2014)A gradient technique for general buffer storage design in a production line (1979)A Queueing Network Analysis of Computer Communication Networks with Window Flow Control (1979)Estimating the sojourn time sensitivity in queueing networks using perturbation analysis (1987)Scheduling policies using marked/phantom slot algorithms (1995)Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems (1995)On the Stochastic Matrices Associated with Certain Queuing Processes (1953)MATHEMATICAL METHODS IN THE SOCIAL SCIENCES, 1959 (1960)Applied Probability and Queues (1987)Contraction Conditions for Average and α-Discount Optimality in Countable State Markov Games with Unbounded Rewards (1997)Performance Evaluation and Policy Selection in Multiclass Networks (2003)Credit Risk in a Network Economy (2007)Optimization for Simulation: Theory vs. Practice (2002)Proceedings of the 2002 Winter Simulation Conference (2002)Simulation optimization: a review of algorithms and applications (2015)Extreme Values in the GI/G/1 Queue (1972)Asymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines (1996)Rapid Modelling and Quick Response (2010)Robust Sensitivity Analysis for Stochastic Systems (2016)Chapter 19 Gradient Estimation (2006)Simulation optimization: a review of algorithms and applications (2014)Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data (2015)Manufacturing flow line systems: a review of models and analytical results (1992)The origin of bursts and heavy tails in human dynamics (2005)Modeling bursts and heavy tails in human dynamics (2006)
this work references cited by second hop

References

  • 1983The Single Server Queue844 cited
  • 1991Gradient Estimation via Perturbation Analysis707 cited
  • 1990Likelihood ratio gradient estimation for stochastic systems381 cited
  • 1983The Single Server Queue.370 cited
  • 1996Optimization of Stochastic Models258 cited
  • 1992On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method85 cited
  • 2003Taylor series expansions for stationary Markov chains66 cited
  • 1992On ergodicity and recurrence properties of a Markov chain by an application to an open jackson network51 cited
  • 1983The phantom customer and marked customer methods for optimization of closed queueing networks with blocking and general service times36 cited

Cited by

  • 2010Gradient estimation for discrete-event systems by measure-valued differentiation40 cited

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