scientific article; zbMATH DE number 912592

MaRDI QIDQ4887254zbMATH OpenFDO

Authors Nikolai Krivulin

Publication date 25 March 1997

zbMATH Keywords

stochastic networksMonte Carlo estimateunbiased gradient estimates

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Stochastic systems and control (93E99) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Optimal stochastic control (93E20)

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• Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
• Gradient-projection and policy-iteration methods for solving optimization problems in STEOR networks
• Unbiased estimates for gradients of stochastic network performance measures
• scientific article; zbMATH DE number 5233923 (Why is no real title available?)
• Constructing unbiased gradient estimators with finite variance for conditional stochastic optimization
• A path-based gradient projection algorithm for the cost-based system optimum problem in networks with continuously distributed value of time

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