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We study gradient estimation for waiting times in the G/G/1 queue. We propose a new estimator based on a synthesis of perturbation analysis and weak differentiation. More specifically, we combine the perturbation propagation rules from perturbation analysis with perturbation generation rules from weak differentiation. This leads to an on-line phantom estimator. Numerical experiments show that this estimator has smaller work normalized variance than IPA.

A Perturbation Analysis Approach to Phantom Estimators for Waiting Times in the G/G/1 Queue