Perturbation analysis gives strongly consistent sensitivity estimates for the M/G/1 queue

Infinitesimal perturbation analysis for general discrete event systems

Journal of the ACM (JACM)

Steady-state simulation of queueing processes: survey of problems and solutions

ACM Computing Surveys (CSUR)

Structural conditions for perturbation analysis of queueing systems

Journal of the ACM (JACM)

Perturbation analysis: concepts and algorithms

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

Simulation optimization of (s,S) inventory systems

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

A tutorial review of techniques for simulation optimization

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

Stochastic optimization applied to a manufacturing system operation problem

WSC '95 Proceedings of the 27th conference on Winter simulation

Optimization of manufacturing system simulations using perturbation analysis and SENSE

WSC '85 Proceedings of the 17th conference on Winter simulation

Gradient/sensitivity estimation in discrete-event simulation

WSC '93 Proceedings of the 25th 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

Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm

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

Performance continuity and differentiability in Monte Carlo optimization

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

Single run optimization of a SIMAN model for closed loop flexible assembly systems

WSC '87 Proceedings of the 19th conference on Winter simulation

Finite-time behavior of two simulation optimization algorithms

WSC' 90 Proceedings of the 22nd conference on Winter simulation

Bias properties of infinitesimal perturbation analysis for multi-server queues

WSC' 90 Proceedings of the 22nd conference on Winter simulation

On improving the performance of simulation-based algorithms for average reward processes with application to network pricing

Proceedings of the 33nd conference on Winter simulation

Combining the Stochastic Counterpart and Stochastic ApproximationMethods

Discrete Event Dynamic Systems

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

Discrete Event Dynamic Systems

Smoothed Perturbation Analysis for Stationary Single-ServerQueues with Multiple Customer Classes

Discrete Event Dynamic Systems

Sample Path Analysis for Continuous Tandem Production Lines

Discrete Event Dynamic Systems

Central Limit Theorems for Stochastic Optimization AlgorithmsUsing Infinitesimal Perturbation Analysis

Discrete Event Dynamic Systems

An Algorithmic Approach for Sensitivity Analysis of Perturbed Quasi-Birth-and-Death Processes

Queueing Systems: Theory and Applications

Response gradient estimation using mathematical programming models of discrete-event system sample paths

Proceedings of the 38th conference on Winter simulation

Mathematical programming-based perturbation analysis for GI/G/1 queues

Proceedings of the 39th conference on Winter simulation: 40 years! The best is yet to come

Estimating Quantile Sensitivities

Operations Research

Optimizing uniform non-Markov queueing networks

Automation and Remote Control

State-dependent Control of a Single Stage Hybrid System with Poisson Arrivals

Discrete Event Dynamic Systems

Variance properties of sample path derivatives of parametric random variables

Operations Research Letters

Techniques for simulation response optimization

Operations Research Letters

An infinitesimal perturbation analysis algorithm for a multiclass G/G/1 queue

Operations Research Letters

A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives

Operations Research

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

Discrete Event Dynamic Systems