Optimization of the Transient and Steady-State Behavior of Discrete Event Systems

DOI10.1287/MNSC.42.5.717MaRDI QIDQ4363633zbMATH OpenOpenAlexFDO

Authors Sigrún Andradóttir

Publication date 6 April 1998

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.42.5.717

zbMATH Keywords

simulationstochastic optimizationdiscrete event systemsHarris recurrenceRobbins-Monro stochastic approximationregenerative methodlikelihood ratio methodgeneral state space Markov chain

Mathematics Subject Classification ID

Stochastic approximation (62L20) Nonlinear programming (90C30) Stochastic systems and control (93E99) Stochastic programming (90C15)

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