%0 Journal Article
%T A New Approach to Estimate the Gradient of the GI/G/m Queueing Systems<br>GI/Gm排队系统梯度估计的一种新方法
%A Liu Ruihua
%A Tu Fengsheng
%A <br>刘瑞华
%A 涂菶生
%J 自动化学报
%D 1995
%I 
%X Evaluating the performance gradient is an important issue in the study of the complicated discrete event dynamic systems (DEDS). In this paper we propose a new approach to determine the gradient for the GI/G/m queueing systems. Based on a single sample realization of the system, an explicit function expression of the performance measure in the vicinity of a given point of the parameter, i.e., Local Function Expression, is obtained by analysing the sample trajectory, and then the corresponding gradient is calculated by straightforwardly differentiating this function. Therefore, this method can give highly accurate estimation with less computation.The unbiasedness of the estimate is analytically proved. Furthermore, this approach can be extended to other DEDS.
%K Local function expression
%K queueing system
%K gradient estimation
%K unbiasedness<br>局部函数
%K 排队系统
%K 梯度估计
%K 无偏性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=DC10A03600EBDF144358C6D02572A908&yid=BBCD5003575B2B5F&vid=659D3B06EBF534A7&iid=B31275AF3241DB2D&sid=A7379F6713A46835&eid=703F3C1B6594BA64&journal_id=0254-4156&journal_name=自动化学报&referenced_num=0&reference_num=7