Uniformization and performance sensitivity estimation in closed queueing networks

[1]  Erhan Çinlar,et al.  Introduction to stochastic processes , 1974 .

[2]  J. Keilson.  Markov Chain Models--Rarity And Exponentiality , 1979 .

[3]  Yu-Chi Ho,et al.  A gradient technique for general buffer storage design in a production line , 1979 .

[4]  Christos G. Cassandras,et al.  Infinitesimal and finite perturbation analysis for queueing networks , 1982, 1982 21st IEEE Conference on Decision and Control.

[5]  Xi-Ren Cao,et al.  Perturbation analysis and optimization of queueing networks , 1983 .

[6]  Yu-Chi Ho,et al.  Performance sensitivity to routing changes in queuing networks and flexible manufacturing systems using perturbation analysis , 1985, IEEE J. Robotics Autom..

[7]  J. George Shanthikumar.  Uniformization and Hybrid Simulation/Analytic Models of Renewal Processes , 1986, Oper. Res..

[8]  R Y Rubinstein,et al.  The score function approach for sensitivity analysis of computer simulation models , 1986 .

[9]  Y. Ho,et al.  Smoothed (conditional) perturbation analysis of discrete event dynamical systems , 1987 .

[10]  Peter W. Glynn,et al.  Likelilood ratio gradient estimation: an overview , 1987, WSC '87.

[11]  K. Sigman.  NOTES ON THE STABILITY OF CLOSED QUEUEING NETWORKS , 1989 .

[12]  Alan Weiss,et al.  Sensitivity Analysis for Simulations via Likelihood Ratios , 1989, Oper. Res..

[13]  N. Dijk.  On a simple proof of uniformization for continuous and discrete-state continuous-time Markov chains , 1990 .

[14]  Paul Glasserman,et al.  Gradient Estimation Via Perturbation Analysis , 1990 .

[15]  Xi-Ren Cao,et al.  Perturbation analysis of discrete event dynamic systems , 1991 .

[16]  Pirooz Vakili,et al.  Using a standard clock technique for efficient simulation , 1991, Oper. Res. Lett..

[17]  On the pathwise computation of derivatives with respect to the rate of a point process , 1992 .

[18]  Pierre Brémaud,et al.  On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method , 1992, Queueing Syst. Theory Appl..

[19]  Xi-Ren Cao,et al.  Decomposition of random variables with bounded hazard rates , 1993, Oper. Res. Lett..

[20]  Pirooz Vakili,et al.  Uniformization based sensitivity estimation for a class of discrete-event systems , 1994, Discret. Event Dyn. Syst..