Abstract
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.
Original language | English |
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Pages (from-to) | 249-273 |
Number of pages | 24 |
Journal | Discrete Event Dynamic Systems |
Volume | 20 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2010 |