References

• 1991Gradient Estimation via Perturbation Analysis707 cited
• 1993Discrete event systems : modeling and performance analysis385 cited
• 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method383 cited
• 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method270 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
• 1987Likelilood ratio gradient estimation219 cited
• 1997Perturbation realization, potentials, and sensitivity analysis of Markov processes208 cited
• 1983Infinitesimal and finite perturbation analysis for queueing networks172 cited
• 1991Using a standard clock technique for efficient simulation95 cited
• 1992On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method85 cited
• 1989On-line sensitivity analysis of Markov chains83 cited
• 1993Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times78 cited