论文信息 - DERIVATIVES OF THE EXPECTED DELAY IN THE GI/G/1 QUEUE

DERIVATIVES OF THE EXPECTED DELAY IN THE GI/G/1 QUEUE

Consider the GI/G/I queue in which the interarrival/service times are parameterized. The derivatives (with respect to the parameter) of the expected delay of the nth job and its limit are derived and expressed in terms of the expectation of certain stochastic derivatives. Applications of these derivatives in stochastic optimization and random walk are illustrated.

D. Yao | Hong Chen

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