We study gradient estimation for waiting times in the G/G/1 queue. We propose a new estimator based on a synthesis of perturbation analysis and weak differentiation. More specifically, we combine the perturbation propagation rules from perturbation analysis with perturbation generation rules from weak differentiation. This leads to an on-line phantom estimator. Numerical experiments show that this estimator has smaller work normalized variance than IPA. © The Author(s) 2009.
Heidergott, B. F., Farenhorst - Yuan, T., & Vazquez-Abad, F. (2010). A perturbation analysis approach to phantom estimators for waiting times in the G/G/1 queue. Discrete Event Dynamic Systems, 20(2), 249-273. https://doi.org/10.1007/s10626-009-0066-7