Convergence rates of perturbation-analysis-Robbins-Monro-single-run algorithms for single server queues

DOI10.1109/9.633835zbMATH Open0889.90073OpenAlexW2098507857MaRDI QIDQ4368705FDOQ4368705

Hanfu Chen, Qian-Yu Tang, Zengjin Han

Publication date: 15 January 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0ae1e5294d1ccd914ecda3dfced178e42fe8909e

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zbMATH Keywords

stochastic approximationstochastic discrete-event systemsGI/G/1 queueing systemsperturbation-analysis-Robbins-Monro-single-run algorithm

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Stochastic programming (90C15)

Cited In (2)

• Convergence of perturbation analysis based optimization algorithm with fixed number of customers period
• Robustness of Rootfinding in Single-Server Queueing Models

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