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

Sensitivity analysis and performance extrapolation for computer simulation models

Operations Research

Likelihood ratio gradient estimation for stochastic systems

Communications of the ACM - Special issue on simulation

A unified view of the IPA, SF, and LR gradient estimation techniques

Management Science

How to optimize discrete-event systems from a single sample path by the score function method

Annals of Operations Research

Data networks (2nd ed.)

Data networks (2nd ed.)

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

Queueing Systems: Theory and Applications

Filtered Monte Carlo

Mathematics of Operations Research

Smoothed perturbation analysis algorithm for a G/G/1 routing problem

WSC '88 Proceedings of the 20th conference on Winter simulation