Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
L. Jeff HongGuangwu LiuPublished in: Oper. Res. (2010)
Keyphrases
- steady state
- queue size
- markov chain
- loss probability
- product form
- conditional probabilities
- queue length
- probability distribution
- operating conditions
- single server queue
- queueing networks
- arrival rate
- service times
- state dependent
- steady states
- explicit expressions
- queueing model
- feedback loop
- heavy traffic
- transition probabilities
- computationally efficient
- random walk
- reinforcement learning
- bayesian networks