2 papers
math.OC2016
Differentiation via Logarithmic Expansions
Michael C. Fu, Bernd Heidergott, Haralambie Leahu +1
In this note, we introduce a new finite difference approximation called the Black-Box Logarithmic Expansion Numerical Derivative (BLEND) algorithm, which is based on a formal logar…
math.PR2016
A Numerical Approach to Stability of Multiclass Queueing Networks
Haralambie Leahu, Michel Mandjes, Ana-Maria Oprescu
The Multi-class Queueing Network (McQN) arises as a natural multi-class extension of the traditional (single-class) Jackson network. In a single-class network subcriticality (i.e.…