Proceedings of the Korea Society for Simulation Conference (한국시뮬레이션학회:학술대회논문집)

The Korea Society for Simulation (한국시뮬레이션학회)
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A Simulation for the Second Derivative of a Mean Busy Cycle in a Markov Renewal Process

마코르 리뉴얼 과정에서 평균 busy cycle의 2계도함수에 대한 시뮬레이션

  • 박흥식 (세종대학교 응용수학과)
  • Published : 1999.10.01
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Abstract

In this paper, through simulations, we find the second derivative SPA(Smoothed Perturbation Analysis) estimates of mean busy cycle with respect to a given parameter in a Markov renewal process which is generated by two exponential distributions. We compare these SPA estimates with the traditional SD(symetric difference) estimates.

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