On-Line Optimization of Simulated Markovian Processes

DOI10.1287/MOOR.15.3.381zbMath0726.90088OpenAlexW2132443902MaRDI QIDQ3348731

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Publication date: 1990

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.15.3.381

zbMATH Keywords

stochastic approximationqueueing networkstochastic searchstochastic gradientweak derivativequasi-gradient methodparametrized Markov processessteady state performance

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic programming (90C15) Stochastic approximation (62L20) Markov and semi-Markov decision processes (90C40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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