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Infinitesimal perturbation analysis of Generalized Semi-Markov Processes: A tutorial

  • Xi-Ren Cao
Simulation And Perturbation Analysis
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 199)

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References

  1. 1.
    X. R. Cao, Realization Probabilities — the Dynamics of Queuing Systems, Springer-Verlag, 1994.Google Scholar
  2. 2.
    E. Cinlar, Introduction to Stochastic Processes, Prentice Hall, Inc., Englewood Cliff, NJ, 1975.Google Scholar
  3. 3.
    P. Glasserman, Gradient Estimation Via Perturbation Analysis, Kluwer Academic, Norwell, MA, 1990.Google Scholar
  4. 4.
    Y. C. Ho and X. R. Cao, Perturbation Analysis of Discrete Event Dynamic Systems, Kluwer Academic Publishers, 1990.Google Scholar
  5. 5.
    W. Whitt, “Continuity of Generalized Semi-Markov Processes,” Mathematics of Operations Research, Vol. 5, 494–501, 1980.Google Scholar

Copyright information

© Springer-Verlag London Limited 1994

Authors and Affiliations

  • Xi-Ren Cao
    • 1
  1. 1.The Hong Kong University of Science and TechnologyChina

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