Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (Q913759): Difference between revisions
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| Property / cites work: Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the <i>M</i>/<i>G</i>/1 Queue / rank | |||
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| Property / cites work: Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations / rank | |||
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| Property / cites work: Stochastic approximation methods for constrained and unconstrained systems / rank | |||
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Revision as of 15:50, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis |
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Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis (English)
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1990
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See the preview in Zbl 0672.93062.
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discrete-event systems
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Robbins-Monro type stochastic
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approximation algorithm
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unbiased estimators
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gradient estimators
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