Convergence of recursive optimization algorithms using infinitesimal perturbation analysis estimates

zbMath0761.93075MaRDI QIDQ1198586

Edwin K. P. Chong, Peter J. Ramadge

Publication date: 16 January 1993

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

zbMATH Keywords

infinitesimal perturbation analysisrecursive optimization of queues

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20)

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Infinitesimal perturbation analysis for second derivative estimation and design of manufacturing flow controllers ⋮ Optimal load sharing in soft real-time systems using likelihood ratios ⋮ Infinitesimal perturbation analysis of a queueing system with bursty traffic ⋮ Convergence of perturbation analysis based optimization algorithm with fixed number of customers period ⋮ Scheduling policies using marked/phantom slot algorithms ⋮ Online surrogate problem methodology for stochastic discrete resource allocation problem. ⋮ Optimization via simulation: A review ⋮ Stochastic comparison algorithm for continuous optimization with estimation ⋮ Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models ⋮ Effect of model uncertainty on some optimal routing problems

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