마코르 리뉴얼 과정에서 평균 busy cycle의 2계도함수에 대한 시뮬레이션

A Simulation for the Second Derivative of a Mean Busy Cycle in a Markov Renewal Process

  • 박흥식 (세종대학교 응용수학과)
  • 발행 : 1999.10.01

초록

In this paper, through simulations, we find the second derivative SPA(Smoothed Perturbation Analysis) estimates of mean busy cycle with respect to a given parameter in a Markov renewal process which is generated by two exponential distributions. We compare these SPA estimates with the traditional SD(symetric difference) estimates.

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