Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
- 1 April 1990
- journal article
- research article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 65 (1) , 149-160
- https://doi.org/10.1007/bf00941166
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Second-order stochastic properties in queueing systemsProceedings of the IEEE, 1989
- Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithmPublished by Association for Computing Machinery (ACM) ,1988
- Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 QueueManagement Science, 1988
- Stochastic approximation for Monte Carlo optimizationPublished by Association for Computing Machinery (ACM) ,1986
- Stochastic Approximation Methods for Constrained and Unconstrained SystemsPublished by Springer Nature ,1978
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event SimulationsOperations Research, 1975