Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
Year: 2026
Type: preprint
Abstract: 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.
Source: arXiv (Cornell University)
Author: Fu, Michael C.
Institution: University of Maryland, College Park
Subfield: Management Information Systems
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7150844101
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