Article ID: | iaor19961454 |
Country: | Netherlands |
Volume: | 65 |
Issue: | 2 |
Start Page Number: | 270 |
End Page Number: | 273 |
Publication Date: | Mar 1993 |
Journal: | European Journal of Operational Research |
Authors: | Fu Michael C., Hu Hiang-Qiang |
Infinitesimal perturbation analysis is a technique for estimating gradients of performance measures in stochastic discrete-event systems-which are often used to model computer/communications networks and manufacturing systems-from a single simulation of the system. In Fu and Hu, the application of infinitesimal perturbation analysis to multi-server queues was developed, and the consistency of the estimates was investigated, with an analytical proof provided for the exponential case (the M/M/