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We consider a family of Markov chains whose transition dynamics are affected by model parameters.
On the characteristics of the general queueing process, with applications to random walk
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Linear operators
Dunford, N., Schwartz, J. T., Bade, W. G., and Bartle, R. G. (1971) · 1971
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Approximation Theorems of Mathematical Statistics
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Statistical estimation: asymptotic theory
Ibragimov, I. A. and Has’minskii, R. Z. (1981) · 1981
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Ergodic theory of random transformations
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Gradient estimates for the performance of markov chains and discrete event processes
Pflug, G. C. (1992) · 1992
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Estimation of the derivative of a stationary measure with respect to a control parameter
Vázquez-Abad, F. J. and Kushner, H. J. (1992) · 1992
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Regenerative derivatives of regenerative sequences
Glasserman, P. (1993) · 1993
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Likelihood ratio gradient estimation for stochastic recursions
Glynn, P. W. and L’Ecuyer, P. (1995) · 1995
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A liapounov bound for solutions of the poisson equation
Glynn, P. W. and Meyn, S. P. (1996) · 1996
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Measure-valued differentiation for stationary markov chains
Heidergott, B., Hordijk, A., and Weisshaupt, H. (2006) · 2006
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Measure-valued differentiation for random horizon problems
Heidergott, B. and Vázquez-Abad, F. (2006) · 2006
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Theory of point estimation
Lehmann, E. L. and Casella, G. (2006) · 2006
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Bounding stationary expectations of markov processes
Glynn, P. W. and Zeevi, A. (2008) · 2008
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Measure-valued differentiation for the cycle cost performance in the g/g/1 queue in the presence of heavy-tailed distributions
Heidergott, B. and Hordijk (2009) · 2009
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Markov Chains and Stochastic Stability, Cambridge
Meyn, S. and Tweedie, R. (2009) · 2009
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