Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models

DOI10.1007/BF01516011zbMath0791.93104MaRDI QIDQ1314853

Alain B. Haurie, Pierre L'Ecuyer, Christian van Delft

Publication date: 14 March 1994

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

zbMATH Keywords

stochastic gradient method; stochastic approximation methods; flow control models

Mathematics Subject Classification ID

93C73: Perturbations in control/observation systems

93E20: Optimal stochastic control

Related Items

Perturbation analysis and optimization of stochastic hybrid systems, Perturbation analysis of discrete event systems: Concepts, algorithms, and applications, Time scale decomposition in production planning for unreliable flexible manufacturing systems, Optimal threshold levels in stochastic fluid models via simulation-based optimization

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