fd_bridge.m Estimates the gradient (at one point) of the length of the shortest path in the bridge example via finite differences, where the links each have independent, non-identical uniform distributions. Uses h1.m.
gradresponsesurfis.m Estimates the gradient response surface of the length of the shortest path in the bridge example, with respect to theta, when the first link is exponentially distributed with mean theta, via the score function method. Uses H.m.
h1.m Returns the shortest path in the bridge example, allowing for different scaling of the links.
H.m Returns the shortest path in the bridge example.
HK.m Returns the shortest path in the bridge example, allowing for different scaling of the links.
ipabridge.m Estimates the gradient (at one point) of the length of the shortest path in the bridge example via infinitesimal perturbation analysis. Uses HK.m.
sfbridge.m Estimates the gradient (at one point) of the length of the shortest path in the bridge example via the score function method. Uses H.m.
wtgrad.m Estimates the derivative of the expected steady-state waiting time in an M/M/1 queue.

back