Phantom Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems
Published Online:1 Nov 2001https://doi.org/10.1287/ijoc.13.4.345.9731
References
- , Banks J. Simulation optimization. Handbook on Simulation (1998) (John Wiley and Sons, New York) 307–333Chapter 9Crossref, Google Scholar
- Convergence in Probability Measures (1968) (John Wiley and Sons, New York) Google Scholar
- On the pathwise computation of derivatives with respect to the rate of a point process: the phantom RPA method. Queueing Systems (1992) 10:249–270Crossref, Google Scholar
- Convergence of parameter estimates in a stochastic experiment. IEEE Transactions on Automatic Control (1985) AC-30:9:845–853Google Scholar
- A Course in Probability Theory (1974) (Academic Press, New York) Google Scholar
- Optimization via simulation: a review. Annals of Operations Research (1994) 53:199–248Crossref, Google Scholar
- Gradient Estimation via Perturbation Analysis (1991) (Kluwer Academic Publishers, Boston, MA) Google Scholar
- , Abrams M.A., Haigh P.L., Comfort J.C.Smoothed perturbation analysis algorithm for a GI/G/1 routing problem (1988) Proceedings of the 1988 Winter Simulation Conference(IEEE Press, Piscataway, NJ) 525–531Crossref, Google Scholar
- Fundamentals of Queueing Theory (1998) 3rd ed.(John Wiley and Sons, New York) Google Scholar
- Convergence results for harmonic gradient estimators. ORSA Journal on Computing (1994) 6:381–397Link, Google Scholar
- How difficult is the frequency selection problem. Operations Research Letters (1995) 17:139–147Crossref, Google Scholar
- Driving frequency selection for frequency domain simulation experiments. Operations Research (1991) 39:917–924Link, Google Scholar
- Techniques for simulation response optimization. Operations Research Letters (1989) 8:1–9Crossref, Google Scholar
- A harmonic analysis approach to simulation sensitivity analysis. IIE Transactions (1999) 31:231–243Crossref, Google Scholar
- A First Course in Stochastic Processes (1975) (Academic Press, New York) Google Scholar
- Stochastic approximation methods for systems over an infinite horizon. SIAM Journal on Control and Optimization (1997) 34:712–56Crossref, Google Scholar
- Stochastic Approximation and Applications (1997) (Springer Verlag, New York) Crossref, Google Scholar
- A unified view of IPA. SF and LR gradient estimation techniques. Management Science (1990) 36:1364–1383Link, Google Scholar
- Smoothed perturbation analysis estimates for a stationary multi-class queue (1995) Proceedings of the 34th Conference on Design and Control:2612–2617Crossref, Google Scholar
- Spectral Analysis and Time Series (1989) (Academic Press, London, U.K.) Google Scholar
- Optimization in simulation: current issues and the future outlook. Naval Research Logistics (1990) 37:807–825Crossref, Google Scholar
- Strong points of weak convergence: a study using RPA gradient estimation for automatic learning. Automatica (1999) 35:1255–1274Crossref, Google Scholar
- , Boel R., Stremersch G. A course on sensitivity analysis for gradient estimation of DES performance measures. Part I of III. Discrete Event Systems, Analysis and Control (2000) (Kluwer Academic Publishers, Boston, MA) 3–28Crossref, Google Scholar
- Centralized and decentralized asynchronous optimization of stochastic discrete event systems. IEEE Trans on Automatic Control (1998) 43:631–655Crossref, Google Scholar
- , Nelson B.L., Kelton W.D., Clark G.M.Comparing alternative methods for derivative estimation when IPA does not apply (1991) Proceedings of the 1991 Winter Simulation Conference(IEEE Press, Piscataway, NJ) 1004–1011Crossref, Google Scholar
- , Tew J.D., Manivannan S., Sadowski D.A., Seila A.F.Application of RPA and the phantom harmonic gradient estimators to a priority queueing system (1994) Proceedings of the 1994 Winter Simulation Conference(IEEE Press, Piscataway, NJ) 369–376Google Scholar
- Handbook of Integration (1992) (Jones and Bartlett Publishers, Boston, MA) Crossref, Google Scholar
