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Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem

8 references·2 citing·36 second hop

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References

1983Point Processes and Queues: Martingale Dynamics.1,065 cited
1962The stability of a queue with non-independent inter-arrival and service times1,045 cited
1990Likelihood ratio gradient estimation for stochastic systems398 cited
1989Sensitivity Analysis for Simulations via Likelihood Ratios253 cited
1990A Unified View of the IPA, SF, and LR Gradient Estimation Techniques211 cited
1989Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models179 cited
1985Convergence of parameter sensitivity estimates in a stochastic experiment65 cited
1992Sensitivity analysis for stationary and ergodic queues21 cited

Cited by

1992Perturbation analysis30 cited
1992Augmented infinitesimal perturbation analysis: An alternate explanation28 cited

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