Pathwise convexity and its relation to convergence of time-average derivatives

Pathwise convexity and its relation to convergence of time-average derivatives

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Article ID: iaor19931233
Country: United States
Volume: 38
Issue: 9
Start Page Number: 1360
End Page Number: 1366
Publication Date: Sep 1992
Journal: Management Science
Authors:
Keywords: storage, queues: theory
Abstract:

In this note, the pathwise convexity approach introduced by Hu is further developed to prove consistency of infinitesimal perturbation analysis for the derivative of the steady-state waiting time of the G/G/1 queue. In addition to generalizing the argument, the paper illustrates the technique with applictions to stochastic storage theory and networks of queues.

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