The application of likelihood ratio based derivative estimates in interpolation approximations for queueing systems

  • Martin I. Reiman
  • Burton Simon
  • Alan Weiss
  • J. Stanford Willie
Sensitivity Analysis Of Discrete Event Systems

DOI: 10.1007/BFb0042276

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 111)
Cite this paper as:
Reiman M.I., Simon B., Weiss A., Stanford Willie J. (1988) The application of likelihood ratio based derivative estimates in interpolation approximations for queueing systems. In: Bensoussan A., Lions J.L. (eds) Analysis and Optimization of Systems. Lecture Notes in Control and Information Sciences, vol 111. Springer, Berlin, Heidelberg

Abstract

We provide a brief summary of some recent work which uses likelihood ratios to obtain derivative estimates in regenerative simulations. We then describe how these derivative estimates can be utilized in interpolation approximations for queueing systems, yielding simulation based interpolation approximations.

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Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • Martin I. Reiman
    • 1
  • Burton Simon
    • 2
  • Alan Weiss
    • 3
  • J. Stanford Willie
    • 4
  1. 1.AT&T Bell LaboratoriesMurray Hill
  2. 2.University of ColoradoDenver
  3. 3.AT&T Bell LaboratoriesMurray Hill
  4. 4.US West Advanced TechnologiesDenver

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