A new class of gradient estimators for queueing systems with real-time constraints
Queuing systems are considered where the waiting or sojourn times of customers are constrained by specified deadlines. A performance measure of interest in these systems is the probability that a customer exceeds its assigned deadline. A new class of gradient estimators is presented for such performance measures with respect to various system parameters. The approach is applicable to a general class of problems and is based on efficiently capturing sensitivity information for probabilities of event occurrences from observed sample paths.
Gong, Wei-Bo↗