ON CHOOSING THE CHARACTERIZATION FOR SMOOTHED PERTURBATION ANALYSIS

被引：6

作者：

FU, MC ^{[1
]}

HU, JQ ^{[1
]}

机构：

[1] BOSTON UNIV,DEPT MFG ENGN,BOSTON,MA 02215

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1991年 / 36卷 / 11期

关键词：

D O I：

10.1109/9.100949

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Using second derivative estimators of the GI/G/1 queue as an illustrative example, we demonstrate that smoothed perturbation analysis estimators are not necessarily as "distribution-free" as infinitesimal perturbation analysis estimators, in the sense that the appropriate choice of conditioning quantities-the so-called characterization-may depend on the underlying distribution. Through a different choice of characterization, we derive an estimator that works for distributions for which a previously derived estimator fails.

引用

页码：1331 / 1336

页数：6

共 10 条

[1]

Fu M. C., 1990, Proceedings of the 1990 American Control Conference (IEEE Cat. No.90CH2896-9), P1040

[2]

FU MC, 1990, UNPUB 2ND DERIVATIVE

[3]

FU MC, 1989, APPL MATH LETT, V2, P193

[4] INFINITESIMAL PERTURBATION ANALYSIS OF A BIRTH AND DEATH PROCESS [J].