An overview of derivative estimation

This publication has 36 references indexed in Scilit:

• Virtual customers in sensitivity and light traffic analysis via Campbell's formula for point processes
  Advances in Applied Probability, 1993
• Strongly Consistent Steady-State Derivative Estimates
  Probability in the Engineering and Informational Sciences, 1991
• On perturbation analysis of queueing networks with finitely supported service time distributions
  IEEE Transactions on Automatic Control, 1991
• Performance gradient estimation for the very large finite Markov chains
  IEEE Transactions on Automatic Control, 1991
• How to optimize discrete-event systems from a single sample path by the score function method
  Annals of Operations Research, 1990
• Smoothed perturbation analysis for a class of discrete-event systems
  IEEE Transactions on Automatic Control, 1990
• A GSMP formalism for discrete event systems
  Proceedings of the IEEE, 1989
• Perturbation analysis: the state of the art and research issues explained via the GI/G/1 queue
  Proceedings of the IEEE, 1989
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
  IEEE Transactions on Automatic Control, 1987
• Infinitesimal perturbation analysis for general discrete event systems
  Journal of the ACM, 1987