Gradient estimation for regenerative processes

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Gradient estimation for regenerative processes

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Winter Simulation Conference archive
Proceedings of the 24th conference on Winter simulation table of contents

Arlington, Virginia, United States

Pages: 280 - 288

Year of Publication: 1992

ISBN:0-7803-0798-4

Authors

Paul Glasserman
Peter W. Glynn

Sponsors

ASA : American Statistical Association
NIST : National Institue of Standards & Technology
IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
TIMS :
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 3, Downloads (12 Months): 11, Citation Count: 4

Additional Information:

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Asmussen, S. 1987. Applied Probability and Queues, New York: Wiley.
	2	Glasserman, P. 1992a. Regenerative Derivatives of Regenerative Sequences. Adv. Appl. Prob., to appear.
	3	Paul Glasserman, Stationary waiting time derivatives, Queueing Systems: Theory and Applications, v.12 n.3-4, p.369-390, Dec. 1992 [doi>10.1007/BF01158809]
	4	Glasserman, P., J.Q. Hu, and S.G. Strickland. 1991. Strongly Consistent Steady-State Derivative Estimates. Prob. Inf. Eng. Sci. 5:391-413.
	5	Glynn, P.W. (1989). A GSMP Formalism for Discrete Event Systems. Proc. IEEE 77:1423.
	6	Hu, J.Q. 1992. Convexity of Sample Path Performances and Strong Consistency of Infinitesimal Perturbation Analysis. IEEE Trans. Automatic Control 37:258-262.
	7	Meyn, S.P., and R.L. Tweedie. 1992. Markov chains and Stochastic Stability, Springer-Verlag, New York.

CITED BY 4

	W. David Kelton, Analysis of output data, Proceedings of the 26th conference on Winter simulation, p.62-68, December 11-14, 1994, Orlando, Florida, United States
	W. David Kelton, Statistical issues in simulation, Proceedings of the 28th conference on Winter simulation, p.47-54, December 08-11, 1996, Coronado, California, United States
	W. David Kelton, A tutorial on design and analysis of simulation experiments, Proceedings of the 27th conference on Winter simulation, p.24-31, December 03-06, 1995, Arlington, Virginia, United States
	W. David Kelton, Statistical analysis of simulation output, Proceedings of the 29th conference on Winter simulation, p.23-30, December 07-10, 1997, Atlanta, Georgia, United States