Optimization of the Transient and Steady-State Behavior of Discrete Event Systems
DOI10.1287/MNSC.42.5.717zbMATH Open0885.93060OpenAlexW2038260844MaRDI QIDQ4363633FDOQ4363633
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
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simulationstochastic optimizationdiscrete event systemsHarris recurrenceRobbins-Monro stochastic approximationregenerative methodlikelihood ratio methodgeneral state space Markov chain
Stochastic approximation (62L20) Nonlinear programming (90C30) Stochastic systems and control (93E99) Stochastic programming (90C15)
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