OTHER
Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
Michael C. Fu
- Year
- 2026
- Access
- Open access
Abstract
New recursive estimators for computing higher-order derivatives of mean queueing time from a single sample path of a first-come, first-served single-server queue are presented, derived using the well-known Lindley equation and applying the Leibniz integral rule of differential calculus. Illustrative examples are provided.
Keywords
eess.SYmath.PR
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