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Perturbation analysis for stochastic fluid queueing systems
8 references·2 citing·41 second hop
Perturbation analysis for stochastic fluid queueing systems (2003)Perturbation analysis for stochastic flui…Stochastic analysis for fluid queueing systems (2003)Stochastic analysis for fluid…The busy period in the fluid queue (1998)The busy period in the fluid …Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues (1996)Conservation laws and reflect…Stochastic optimization of regenerative systems using infinitesimal perturbation analysis (1994)Stochastic optimization of re…On using continuous flow lines to model discrete production lines (1994)On using continuous flow line…Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times (1993)Optimization of Queues Using …Gradient Estimation via Perturbation Analysis (1991)Gradient Estimation via Pertu…Stochastic Theory of a Data-Handling System with Multiple Sources (1982)Stochastic Theory of a Data-H…Perturbation analysis of stochastic flow networks (2004)Perturbation analysis of stoc…Perturbation Analysis of Feedback-Controlled Stochastic Flow Systems (2004)Perturbation Analysis of Feed…Fluid simulation of large scale networks: Issues and tradeoffs (1999)Perturbation analysis for online control and optimization of stochastic fluid models (2002)Point Processes and Queues (1981)Markov Models & Optimization (1993)Perturbation Analysis for Stochastic Fluid Queueing Systems (2002)On fluid queueing systems with strict priority (2003)Regeneration and Networks of Queues (1987)Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue (1988)Stopped Random Walks (1988)Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State (1994)Stochastic approximation: invited paper (2003)Two-timescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences (2003)Point Processes and Queues: Martingale Dynamics. (1983)Skorohod–Loynes Characterizations of Queueing, Fluid, and Inventory Processes (2001)Elements of Queueing Theory (2003)On the asymptotic behaviour of the distributions of the busy period and service time in M/G/ 1 (1980)The Single Server Queue (1983)Fluid queues with long-tailed activity period distributions (1998)A fluid queue with a finite buffer and subexponential input (2000)Light-tailed asymptotics of stationary probability vectors of Markov chains of GI/G/1 type (2005)Scheduling for today's computer systems: bridging theory and practice (2007)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)Stochastic optimization for transshipment problems with positive replenishment lead times (2010)Performance evaluation of asynchronous two-stage manufacturing lines fabricating discrete parts (2021)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)Stochastic Approximation Algorithms and Applications (1998)Stability of Fluid Queueing Systems With Parallel Servers and Stochastic Capacities (2018)Optimization for Simulation: Theory vs. Practice (2002)Proceedings of the 2002 Winter Simulation Conference (2002)Simulation optimization: a review of algorithms and applications (2015)A Markov Modulated Characterization of Packetized Voice and Data Traffic and Related Statistical Multiplexer Performance (1986)Stability, queue length, and delay of deterministic and stochastic queueing networks (1994)Traffic modeling for telecommunications networks (1994)
this work references cited by second hop

References

  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1991Gradient Estimation via Perturbation Analysis707 cited
  • 1993Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times78 cited
  • 1994Stochastic optimization of regenerative systems using infinitesimal perturbation analysis55 cited
  • 1994On using continuous flow lines to model discrete production lines52 cited
  • 1998The busy period in the fluid queue49 cited
  • 2003Stochastic analysis for fluid queueing systems40 cited
  • 1996Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues31 cited

Cited by

  • 2004Perturbation Analysis of Feedback-Controlled Stochastic Flow Systems37 cited
  • 2004Perturbation analysis of stochastic flow networks15 cited

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