Unbiased gradient estimation in queueing networks with parameter-dependent routing

Research outputpeer-review

Abstract

A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient conditions for the estimate to be unbiased are given. A gradient estimation algorithm is also presented, and its validity is briefly discussed.
Original languageEnglish
Title of host publicationProceedings of the International Conference on Control and Information 1995, Hong Kong, June 5-9
PublisherThe Chinese University Press
Pages351-356
ISBN (Print)962-201-701-0
Publication statusPublished - 1995

Scopus subject areas

  • Modelling and Simulation
  • Management Science and Operations Research
  • Statistics, Probability and Uncertainty

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