{"id":"https://openalex.org/W1975928280","doi":"https://doi.org/10.1145/1667072.1667077","title":"Gradient estimation for discrete-event systems by measure-valued differentiation","display_name":"Gradient estimation for discrete-event systems by measure-valued differentiation","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W1975928280","doi":"https://doi.org/10.1145/1667072.1667077","mag":"1975928280"},"language":"en","primary_location":{"id":"doi:10.1145/1667072.1667077","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1667072.1667077","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5069167370","display_name":"Bernd Heidergott","orcid":"https://orcid.org/0000-0002-3389-2311"},"institutions":[{"id":"https://openalex.org/I198488067","display_name":"Tinbergen Institute","ror":"https://ror.org/054xxtt73","country_code":"NL","type":"education","lineage":["https://openalex.org/I198488067"]},{"id":"https://openalex.org/I865915315","display_name":"Vrije Universiteit Amsterdam","ror":"https://ror.org/008xxew50","country_code":"NL","type":"education","lineage":["https://openalex.org/I865915315"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Bernd Heidergott","raw_affiliation_strings":["Vrije Universiteit Amsterdam and Tinbergen Institute, HV Amsterdam, the Netherlands","Vrije Universiteit Amsterdam and Tinbergen Institute, HV Amsterdam, the Netherlands#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Vrije Universiteit Amsterdam and Tinbergen Institute, HV Amsterdam, the Netherlands","institution_ids":["https://openalex.org/I198488067","https://openalex.org/I865915315"]},{"raw_affiliation_string":"Vrije Universiteit Amsterdam and Tinbergen Institute, HV Amsterdam, the Netherlands#TAB#","institution_ids":["https://openalex.org/I865915315"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029543403","display_name":"Felisa J. V\u00e1zquez-Abad","orcid":null},"institutions":[{"id":"https://openalex.org/I174216632","display_name":"City University of New York","ror":"https://ror.org/00453a208","country_code":"US","type":"education","lineage":["https://openalex.org/I174216632"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Felisa J. V\u00e1zquez--Abad","raw_affiliation_strings":["The City University of New York, New York, NY","[The City University of New York, New York, NY]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The City University of New York, New York, NY","institution_ids":["https://openalex.org/I174216632"]},{"raw_affiliation_string":"[The City University of New York, New York, NY]","institution_ids":["https://openalex.org/I174216632"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002688746","display_name":"Georg Ch. Pflug","orcid":"https://orcid.org/0000-0001-8215-3550"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Georg Pflug","raw_affiliation_strings":["University Vienna, Vienna, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University Vienna, Vienna, Austria","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5022735733","display_name":"Taoying Farenhorst-Yuan","orcid":null},"institutions":[{"id":"https://openalex.org/I865915315","display_name":"Vrije Universiteit Amsterdam","ror":"https://ror.org/008xxew50","country_code":"NL","type":"education","lineage":["https://openalex.org/I865915315"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Taoying Farenhorst-Yuan","raw_affiliation_strings":["Vrije Universiteit Amsterdam, HV Amsterdam, the Netherlands","Vrije Universiteit Amsterdam, HV Amsterdam, The Netherlands#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Vrije Universiteit Amsterdam, HV Amsterdam, the Netherlands","institution_ids":["https://openalex.org/I865915315"]},{"raw_affiliation_string":"Vrije Universiteit Amsterdam, HV Amsterdam, The Netherlands#TAB#","institution_ids":["https://openalex.org/I865915315"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.0148,"has_fulltext":false,"cited_by_count":44,"citation_normalized_percentile":{"value":0.93273954,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"20","issue":"1","first_page":"1","last_page":"28"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9933000206947327,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.7045507431030273},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.6925317049026489},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5668455362319946},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5175904035568237},{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.47200489044189453},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.46282607316970825},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.447849839925766},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4463992714881897},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4317919611930847},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.4227769076824188},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4087318778038025},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3817821443080902},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.21068811416625977},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1643349826335907},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.11675900220870972},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.11507546901702881}],"concepts":[{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.7045507431030273},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.6925317049026489},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5668455362319946},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5175904035568237},{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.47200489044189453},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.46282607316970825},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.447849839925766},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4463992714881897},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4317919611930847},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.4227769076824188},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4087318778038025},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3817821443080902},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.21068811416625977},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1643349826335907},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.11675900220870972},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.11507546901702881},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1145/1667072.1667077","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1667072.1667077","pdf_url":null,"source":{"id":"https://openalex.org/S38703467","display_name":"ACM Transactions on Modeling and Computer Simulation","issn_l":"1049-3301","issn":["1049-3301","1558-1195"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319798","host_organization_name":"Association for Computing Machinery","host_organization_lineage":["https://openalex.org/P4310319798"],"host_organization_lineage_names":["Association for Computing Machinery"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ACM Transactions on Modeling and Computer Simulation","raw_type":"journal-article"},{"id":"pmh:oai:pure.eur.nl:openaire_cris_publications/83e08ce2-32fc-4f90-ac38-c8040e8a97d3","is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/83e08ce2-32fc-4f90-ac38-c8040e8a97d3","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heidergott, BF, V\u00e1zquez--Abad, J, Pflug, G & Yuan-Farenhorst, T 2010, Gradient estimation for discrete-event systems by measure-valued differentiation. in -. vol. 20, pp. 1-28. https://doi.org/10.1145/1667072.1667077","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:research.vu.nl:openaire_cris_publications/7f849c9b-9dbf-4e91-a3d0-87cacbf364eb","is_oa":false,"landing_page_url":"https://research.vu.nl/en/publications/7f849c9b-9dbf-4e91-a3d0-87cacbf364eb","pdf_url":null,"source":{"id":"https://openalex.org/S4306401107","display_name":"VU Research Portal","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I865915315","host_organization_name":"Vrije Universiteit Amsterdam","host_organization_lineage":["https://openalex.org/I865915315"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heidergott, B F, Vazquez-Abad, F, Pflug, G & Farenhorst - Yuan, T 2010, 'Gradient estimation for discrete-event systems by measure-valued differentiation', ACM Transactions on Modeling and Computer Simulation, vol. 20, no. 1, pp. 5.1-5.28. https://doi.org/10.1145/1667072.1667077","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:dare.ubvu.vu.nl:1871/24310","is_oa":false,"landing_page_url":"http://hdl.handle.net/1871/24310","pdf_url":null,"source":{"id":"https://openalex.org/S4306400546","display_name":"Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I865915315","host_organization_name":"Vrije Universiteit Amsterdam","host_organization_lineage":["https://openalex.org/I865915315"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"20","raw_type":"Article / Letter to editor"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W14520547","https://openalex.org/W166675015","https://openalex.org/W203276351","https://openalex.org/W1523765121","https://openalex.org/W1531253382","https://openalex.org/W1536932683","https://openalex.org/W1550687824","https://openalex.org/W1586561100","https://openalex.org/W1593494339","https://openalex.org/W1982607375","https://openalex.org/W2032431411","https://openalex.org/W2052048381","https://openalex.org/W2064076655","https://openalex.org/W2064716601","https://openalex.org/W2088713649","https://openalex.org/W2090134545","https://openalex.org/W2095077541","https://openalex.org/W2108293203","https://openalex.org/W2114757210","https://openalex.org/W2115679377","https://openalex.org/W2118495971","https://openalex.org/W2130503701","https://openalex.org/W2130521152","https://openalex.org/W2137306058","https://openalex.org/W2138515733","https://openalex.org/W2142929170","https://openalex.org/W2168510061","https://openalex.org/W2168934542","https://openalex.org/W2170929024","https://openalex.org/W2171033527","https://openalex.org/W2171554447","https://openalex.org/W2173079091","https://openalex.org/W2311126677","https://openalex.org/W2489166266","https://openalex.org/W2611866857","https://openalex.org/W2798086213","https://openalex.org/W4248924305","https://openalex.org/W4302033506"],"related_works":["https://openalex.org/W3034924094","https://openalex.org/W3094954546","https://openalex.org/W1488708774","https://openalex.org/W2981906196","https://openalex.org/W1982811510","https://openalex.org/W4391100477","https://openalex.org/W4327779705","https://openalex.org/W1513698804","https://openalex.org/W4310560702","https://openalex.org/W2039936636"],"abstract_inverted_index":{"In":[0],"simulation":[1,28,74,220],"of":[2,26,34,47,52,75,95,109,141,153,160,178,225,239,272,278],"complex":[3],"stochastic":[4],"systems,":[5],"such":[6,38],"as":[7,39],"Discrete-Event":[8],"Systems":[9],"(DES),":[10],"statistical":[11],"distributions":[12,106,182],"are":[13,108,234,262],"used":[14],"to":[15,32,56,85,148,229],"model":[16],"the":[17,21,27,35,40,43,73,80,92,96,129,134,139,150,154,161,179,196,223,226,232,240,269,276,282],"underlying":[18,180],"randomness":[19],"in":[20,111,172,184,190,209,255,281],"system.":[22],"A":[23],"sensitivity":[24,86],"analysis":[25],"output":[29],"with":[30,195,275],"respect":[31],"parameters":[33],"input":[36,105,120,155],"distributions,":[37],"mean":[41],"and":[42,113,266],"variance,":[44],"is":[45,55,165,222,242,252],"therefore":[46],"great":[48],"value.":[49],"The":[50,175,207,236],"focus":[51],"this":[53,185,200],"article":[54,186,241],"provide":[57],"a":[58,76,123,157,169,191,219,246],"practical":[59],"guide":[60],"for":[61,104,249],"robust":[62],"sensitivity,":[63],"respectively,":[64],"gradient":[65,204],"estimation":[66,205],"that":[67,107,117,213,231,243],"can":[68,187,215],"be":[69,188,216],"easily":[70,253],"implemented":[71],"along":[72],"DES.":[77],"We":[78],"study":[79,149],"Measure-Valued":[81],"Differentiation":[82],"(MVD)":[83],"approach":[84],"estimation.":[87],"Specifically,":[88],"we":[89,244,267],"will":[90],"exploit":[91],"\u201cmodular\u201d":[93],"structure":[94],"MVD":[97,143,198,211,261],"approach,":[98],"by":[99,115,260],"firstly":[100],"providing":[101],"measure-valued":[102,124,151,158],"derivatives":[103],"importance":[110],"practice,":[112],"subsequently,":[114],"showing":[116],"if":[118],"an":[119,202],"distribution":[121],"possesses":[122],"derivative,":[125],"then":[126,166],"so":[127,212],"does":[128],"overall":[130],"Markov":[131,163],"kernel":[132,164],"modeling":[133],"system":[135],"transitions.":[136],"This":[137],"simplifies":[138],"complexity":[140],"applying":[142],"drastically:":[144],"one":[145],"only":[146],"has":[147],"derivative":[152,159,176],"distribution,":[156],"associated":[162],"given":[167],"through":[168],"simple":[170,181],"formula":[171],"canonical":[173],"form.":[174],"representations":[177],"derived":[183],"stored":[189],"computer":[192],"library.":[193],"Combined":[194],"generic":[197],"estimator,":[199],"yields":[201],"automated":[203],"procedure.":[206],"challenge":[208],"automating":[210],"it":[214],"included":[217],"into":[218],"package":[221],"verification":[224],"integrability":[227],"condition":[228,248],"guarantee":[230],"estimators":[233,258,265,274],"unbiased.":[235],"key":[237],"contribution":[238],"establish":[245],"general":[247],"unbiasedness":[250],"which":[251],"checked":[254],"applications.":[256],"Gradient":[257],"obtained":[259],"typically":[263],"phantom":[264,273],"discuss":[268],"numerical":[270],"efficiency":[271],"example":[277],"waiting":[279],"times":[280],"G/G/1":[283],"queue.":[284]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}