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On-line derivative estimation for the multiclass single-server priority queue using perturbation analysis

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2 Author(s)
N. Miyoshi ; Div. of Appl. Syst. Sci., Kyoto Univ., Japan ; T. Hasegawa

Gradient estimation via smoothed perturbation analysis (SPA) is considered for the multiclass single-server priority queue. Although the problem like this requires additional subpaths, generally it is shown that the estimators can be derived without any additional sample paths

Published in:

IEEE Transactions on Automatic Control  (Volume:41 ,  Issue: 2 )