Journal of the Korean Statistical Society

  • 제25권3호
  • /
  • Pages.445-456
  • /
  • 1996
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Smoothed Perturbation Analysis for Performance Measures in a Markov Renewal Process

  • 발행 : 1996.09.01
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초록

In this paper, we derive unbiased estimators for the sensitivities of expected performance measures in a Markov renewal process. We restrict our derivation to the performance measures during a busy cycle and apply smoothed perturbation analysis method to find those esti-mators. The results show all the terms in the derived estimators can be obtained from a single sample path.

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참고문헌

  1. IEEE Transactions on Automaic Control v.37 Extensions and Generalizations of Smoothed Perturbation Analysis in a Genralized Semi-Markov Process Framework Fu, M. C.;Hu, J. Q.
  2. IEEE Transactions on Automatic Control v.40 Addendum to Extensions and Generalizations of Smoothed Perturbation Analysis in a Generalized Semi-Markov Process Frame-work Fu, M. C.;Hu, J. Q.
  3. IEEE Transactions on Automatic Control v.35 Smoothed Perturbation Analysis for a Class of Discrete Event Systems Glasserman, P.;Gong, W. B.
  4. IEEE Transactions on Automatic Control v.32 Smoothed Perturbation Analysis of Discrete Event Dynamic Systems Gong, W. B.;Ho, Y. C.
  5. Korean Journal of Management Science v.17 Sensitivity Analysis for the Busy Cycle in M/M 1 Queue Park, H. S.
  6. Korean Journal of Applied Statistics v.7 Sensitivity Analysis for Performance Measures in the M / M / 1 Queue Park, H. S.
  7. Stochatic Modeling and the Theory of Queues Wolff, R. W.
  8. Technical Report, IE/MS Department, Northewstern University Perturbation Analysis for the GI/G/1 queue Zazanis, M.;Suri, R.