OTHER
Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
Michael C. Fu
- 发表年份
- 2026
- 访问权限
- 开放获取
摘要
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.
关键词
eess.SYmath.PR
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