Infinitesimal perturbation analysis for general discrete event systems
Journal of the ACM (JACM)
Convergence properties of infinitesimal perturbation analysis
Management Science
Structural conditions for perturbation analysis of queueing systems
Journal of the ACM (JACM)
The asymptotic efficiency of simulation estimators
Operations Research
Queueing Systems: Theory and Applications
Sensitivity analysis of discrete event systems by the “push out” method
Annals of Operations Research - Special issue on sensitivity analysis and optimization of discrete event systems
Gradient/sensitivity estimation in discrete-event simulation
WSC '93 Proceedings of the 25th conference on Winter simulation
An application of perturbation analysis to a replacement problem in maintenance theory
WSC '93 Proceedings of the 25th conference on Winter simulation
Two approaches for estimating the gradient in functional form
WSC '93 Proceedings of the 25th conference on Winter simulation
Performance continuity and differentiability in Monte Carlo optimization
WSC '88 Proceedings of the 20th conference on Winter simulation
Functional estimation for a multicomponent age replacement model
American Journal of Mathematical and Management Sciences
Functional Estimation with Respect to a Threshold Parametervia Dynamic Split-and-Merge
Discrete Event Dynamic Systems
A testbed of simulation-optimization problems
Proceedings of the 38th conference on Winter simulation
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
| Hi-index | 0.00 |
We consider multicomponent maintenance systems with an F-failure group age-replacement policy: it keeps failed components idling until F components are failed and then replaces all failed components together with the nonfailed components whose age has passed the critical threshold age θn for components of type n. With each maintenance action, costs are associated. We derive various unbiased gradient estimators based on the measure-valued differentiation approach for the gradient of the average cost. Each estimator has its own domain of applicability. We also compare the performance of our gradient estimators when applied to stochastic optimization with other general gradient-free methods.