DocumentCode
754728
Title
Convexity of sample path performance and strong consistency of infinitesimal perturbation analysis estimates
Author
Hu, Jian-Qiang
Author_Institution
Div. of Appl. Sci., Harvard Univ., Cambridge, MA, USA
Volume
37
Issue
2
fYear
1992
fDate
2/1/1992 12:00:00 AM
Firstpage
258
Lastpage
262
Abstract
A strong consistency of infinitesimal perturbation analysis (IPA) estimates for a class of stochastic processes satisfying certain convex properties is established. The approach is based on convex analysis of sample paths. Applications of the results to tandem and cyclic queueing systems are discussed. Possible extensions to more general systems are also illustrated
Keywords
estimation theory; parameter estimation; queueing theory; stochastic processes; convex analysis; convexity; cyclic queueing systems; infinitesimal perturbation analysis estimates; parameter estimation; sample path performance; sample paths; stochastic processes; strong consistency; tandem queueing systems; Analytical models; Contracts; Discrete event simulation; H infinity control; Military computing; Performance analysis; Queueing analysis; Random variables; Stochastic processes; Sufficient conditions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.121631
Filename
121631
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