Unbiased gradient estimation in queueing networks with parameter-dependent routing
نویسنده
چکیده
A stochastic queueing network model with parameter-dependent service times and routing mechanism, and its related performance measures are considered. An estimate of performance measure gradient is proposed, and rather general sufficient conditions for the estimate to be unbiased are given. A gradient estimation algorithm is also presented, and its validity is briefly discussed. Key-Words: queueing networks, parameter-dependent routing, performance measure gradient, unbiased estimate.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1211.3881 شماره
صفحات -
تاریخ انتشار 2002