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Derivatives of the expected delay in the GI/G/1 Queue

Published online by Cambridge University Press:  14 July 2016

Hong Chen  and
David D. Yao
Hong Chen
Affiliation:
Harvard University
David D. Yao
Affiliation:
Harvard University
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Abstract

Consider the GI/G/1 queue in which the interarrival/service times are parameterized. The derivatives (with respect to the parameter) of the expected delay of the nth job and its limit are derived and expressed in terms of the expectation of certain stochastic derivatives. Applications of these derivatives in stochastic optimization and random walk are illustrated.

Keywords

STOCHASTIC DERIVATIVERANDOM WALK
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 4 , December 1990 , pp. 899 - 907
Copyright
Copyright © Applied Probability Trust 1990 

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