scientific article; zbMATH DE number 912592

zbMATH Open0858.93071MaRDI QIDQ4887254FDOQ4887254

Authors: Nikolai Krivulin 

Publication date: 25 March 1997

Title of this publication is not available (Why is that?)

Recommendations

• Unbiased estimates for gradients of stochastic network performance measures
• scientific article; zbMATH DE number 1002915
• Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
• Convergence of parameter sensitivity estimates in a stochastic experiment

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)

Cited In (6)

• An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
• 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
• Title not available (Why is that?)
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4887254)