On the pathwise computation of derivatives with respect to the rate of a point process: the phantom RPA method

Perturbation analysis: concepts and algorithms

WSC '92 Proceedings of the 24th conference on Winter simulation

Derivatives of likelihood ratios and smoothed perturbation analysis for the routing problem

ACM Transactions on Modeling and Computer Simulation (TOMACS)

Application of RPA and the harmonic gradient estimators to a priority queueing system

WSC '94 Proceedings of the 26th conference on Winter simulation

A comparison of perturbation analysis techniques

WSC '96 Proceedings of the 28th conference on Winter simulation

The surrogate estimation approach for sensitivity analysis in queueing networks

WSC '93 Proceedings of the 25th conference on Winter simulation

Variance property of discontinuous perturbation analysis

WSC '96 Proceedings of the 28th conference on Winter simulation

Comparing alternative methods for derivative estimation when IPA does not apply directly

WSC '91 Proceedings of the 23rd conference on Winter simulation

The phantom SPA method: an inventory problem revisited

Proceedings of the 31st conference on Winter simulation: Simulation---a bridge to the future - Volume 2

Simulation optimization: a survey of simulation optimization techniques and procedures

Proceedings of the 32nd conference on Winter simulation

First and Second Derivative Estimators for Closed Jackson-LikeQueueing Networks Using Perturbation Analysis Techniques

Discrete Event Dynamic Systems

Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge

Discrete Event Dynamic Systems

Customer-Oriented Finite Perturbation Analysis for QueueingNetworks

Discrete Event Dynamic Systems

Measure-Valued Differentiation for Stationary Markov Chains

Mathematics of Operations Research

Gradient estimation for discrete-event systems by measure-valued differentiation

ACM Transactions on Modeling and Computer Simulation (TOMACS)

A Perturbation Analysis Approach to Phantom Estimators for Waiting Times in the G/G/1 Queue

Discrete Event Dynamic Systems

Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy

Operations Research

Strong points of weak convergence: a study using RPA gradient estimation for automatic learning

Automatica (Journal of IFAC)

Uniformization and performance sensitivity estimation in closed queueing networks

Mathematical and Computer Modelling: An International Journal

Perturbation analysis of waiting times in the G/G/1 queue

Discrete Event Dynamic Systems