Hu Jian-Qiang

Jian-Qiang Hu

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Found 13 papers in total
Conditional Monte Carlo estimation of quantile sensitivities
Conditional Monte Carlo estimation of quantile sensitivities
2009
Estimating quantile sensitivities is important in many optimization applications, from...
Approximations for the departure process of the GI/G/1 queue with Markov-modulated arrivals
Approximations for the departure process of the GI/G/1 queue with Markov-modulated arrivals
2001
The interarrival time random variables at the nodes of queueing networks are typically...
Higher order approximations for the single server queue with splitting, merging and feedback
Higher order approximations for the single server queue with splitting, merging and feedback
2000
The performance evaluation of many modern communication and manufacturing systems has...
The departure process of the GI/G/1 queue and its MacLaurin series
The departure process of the GI/G/1 queue and its MacLaurin series
1996
In this paper, we study the departure process of the GI/G/ 1 queue. We develop a...
Efficient design and sensitivity analysis of control charts using Monte Carlo simulation
Efficient design and sensitivity analysis of control charts using Monte Carlo simulation
1999
The design of control charts in statistical quality control addresses the optimal...
On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains
On performance potentials and conditional Monte Carlo for gradient estimation for Markov chains
1999
We consider the problem of sample path-based gradient estimation for long-run...
Higher order approximations for tandem queueing networks
Higher order approximations for tandem queueing networks
1996
In this paper a higher order approximation for single server queues and tandem...
On the relationship of capacitated production/inventory models to manufacturing flow control models
On the relationship of capacitated production/inventory models to manufacturing flow control models
1995
Characterizing and determining optimal operating policies for production/inventory...
Comparison of gradient estimation techniques for queues with non-identical servers
Comparison of gradient estimation techniques for queues with non-identical servers
1995
Gradient estimation techniques for stochastic discrete-event simulation have been a...
Smoothed perturbation analysis derivative estimation for Markov chains
Smoothed perturbation analysis derivative estimation for Markov chains
1994
Using the technique of smoothed perturbation analysis, the authors consider...
The MacLaurin series for the GI/G/1 queue
The MacLaurin series for the GI/G/1 queue
1992
The authors derive the MacLaurin series for the moments of the system time and the...
Second derivative sample path estimators for the GI/G/m queue
Second derivative sample path estimators for the GI/G/m queue
1993
Applying the technique of smoothed perturbation analysis (SPA) to the GI/G/m queue...
Bias properties of infinitesimal perturbation analysis for systems with parallel servers
Bias properties of infinitesimal perturbation analysis for systems with parallel servers
1992
Infinitesimal perturbation analysis (IPA) is a technique for estimating derivatives of...
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