A New Approach to Estimate the Gradient of the GI/G/m Queueing Systems
GI/Gm排队系统梯度估计的一种新方法

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.