On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates.
Jian-Qiang HuTeng LianPublished in: Discret. Event Dyn. Syst. (2023)
Keyphrases
- steady state
- likelihood ratio
- markov chain
- hypothesis testing
- hypothesis test
- product form
- operating conditions
- explicit expressions
- queue length
- likelihood ratio test
- arrival rate
- state dependent
- steady states
- queueing model
- importance sampling
- queueing networks
- statistical analysis
- random walk
- variance estimator
- service times
- probabilistic model