注记:路径凸性及其与时间平均导数收敛性的关系

Note—Pathwise Convexity and its Relation to Convergence of Time-Average Derivatives

Management Science · 1992
被引 7
人大 A+FT50UTD24ABS 4*

中文导读

进一步发展了Hu(1991)提出的路径凸性方法,用于证明G/G/1队列稳态等待时间导数的无穷小扰动分析的一致性,并将该技术推广到随机存储理论和排队网络。

Abstract

In this note, we further develop the pathwise convexity approach introduced by Hu (1991) to prove consistency of infinitesimal perturbation analysis for the derivative of the steady-state waiting time of the G/G/1 queue. In addition to generalizing the argument, we illustrate the technique with applications to stochastic storage theory and networks of queues.

路径凸性无穷小扰动分析稳态等待时间队列