Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule
Systems and Control
2026-04-06 v1 Systems and Control
Probability
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.
Cite
@article{arxiv.2604.02900,
title = {Augmenting Automatic Differentiation for a Single-Server Queue via the Leibniz Integral Rule},
author = {Michael C. Fu},
journal= {arXiv preprint arXiv:2604.02900},
year = {2026}
}
Comments
15 pages