Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Smoothed Perturbation Analysis for Performance Measures in a Markov Renewal Process

  • Published : 1996.09.01
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Abstract

In this paper, we derive unbiased estimators for the sensitivities of expected performance measures in a Markov renewal process. We restrict our derivation to the performance measures during a busy cycle and apply smoothed perturbation analysis method to find those esti-mators. The results show all the terms in the derived estimators can be obtained from a single sample path.

Keywords

References

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