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Steady-state sample path derivative Estimators

Authors
Journal
Applied Mathematics Letters
0893-9659
Publisher
Elsevier
Publication Date
Volume
3
Issue
3
Identifiers
DOI: 10.1016/0893-9659(90)90137-z

Abstract

Abstract Over a finite horizon, infinitesimal perturbation analysis (IPA) estimators are usually defined as sample path derivatives of performance measures. However, by using the M/M/1 queue as an illustrative example, we show that in steady-state an IPA estimator is not equal to the sample path derivative of the corresponding performance measure even though their expectations may be the same.

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