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