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Decomposable score function estimators for sensitivity analysis and optimization of queueing networks

Author:

Reuven Y. RubinsteinAuthors Info & Claims

Annals of Operations Research, Volume 39, Issue 1-4

Pages 195 - 227

https://doi.org/10.1007/BF02060942

Published: 01 January 1993 Publication History

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Baxter JBartlett P(2001)Infinite-horizon policy-gradient estimationJournal of Artificial Intelligence Research10.5555/1622845.162285515:1(319-350)Online publication date: 1-Nov-2001
https://dl.acm.org/doi/10.5555/1622845.1622855
Vázquez-Abad FKushner H(1993)The surrogate estimation approach for sensitivity analysis in queueing networksProceedings of the 25th conference on Winter simulation10.1145/256563.256665(347-355)Online publication date: 1-Dec-1993
https://dl.acm.org/doi/10.1145/256563.256665
Strickland S(1993)Gradient/sensitivity estimation in discrete-event simulationProceedings of the 25th conference on Winter simulation10.1145/256563.256594(97-105)Online publication date: 1-Dec-1993
https://dl.acm.org/doi/10.1145/256563.256594
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Index Terms

Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
1. Mathematics of computing
  1. Probability and statistics
    1. Statistical paradigms
      1. Queueing theory
2. Theory of computation
  1. Models of computation
    1. Probabilistic computation

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Published In

cover image Annals of Operations Research

Annals of Operations Research Volume 39, Issue 1-4

Special issue on sensitivity analysis and optimization of discrete event systems

1992

286 pages

ISSN:0254-5330

Editors:
Peter L. Hammer
Rutgers Univ., New Brunswick, NJ
,
S. Asmussen
Aalborg Univ., Aalborg, Denmark
,
R. Rubinstein
Israel Institute of Technology, Haifa, Israel
,
A. Shapiro
Georgia Institute of Technology, Atlanta

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J. C. Baltzer AG, Science Publishers

United States

Publication History

Published: 01 January 1993

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Baxter JBartlett P(2001)Infinite-horizon policy-gradient estimationJournal of Artificial Intelligence Research10.5555/1622845.162285515:1(319-350)Online publication date: 1-Nov-2001
https://dl.acm.org/doi/10.5555/1622845.1622855
Vázquez-Abad FKushner H(1993)The surrogate estimation approach for sensitivity analysis in queueing networksProceedings of the 25th conference on Winter simulation10.1145/256563.256665(347-355)Online publication date: 1-Dec-1993
https://dl.acm.org/doi/10.1145/256563.256665
Strickland S(1993)Gradient/sensitivity estimation in discrete-event simulationProceedings of the 25th conference on Winter simulation10.1145/256563.256594(97-105)Online publication date: 1-Dec-1993
https://dl.acm.org/doi/10.1145/256563.256594
Melamed BRubinstein RCrain R(1992)Sensitivity analysis of discrete event systems with autocorrelated inputsProceedings of the 24th conference on Winter simulation10.1145/167293.167633(521-528)Online publication date: 1-Dec-1992
https://dl.acm.org/doi/10.1145/167293.167633

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Analysis of a queueing system with impatient customers and working vacations

Analysis of Networks of the Resource Queuing Systems

Optimization and sensitivity analysis of controlling arrivals in the queueing system with single working vacation

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