Gradient estimation for discrete-event systems by measure-valued differentiation

DOI10.1145/1667072.1667077MaRDI QIDQ4635145zbMATH OpenOpenAlexWikidataFDO

Authors Felisa J. Vázquez-Abad, Taoying Farenhorst-Yuan, Bernd Heidergott, Georg Ch. Pflug

Publication date 16 April 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1667072.1667077

zbMATH Keywords

stochastic approximationsimulation optimizationmeasure-valued differentiation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Sensitivity, stability, parametric optimization (90C31)

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