How to optimize discrete-event systems from a single sample path by the score function method

DOI10.1007/BF02055195zbMath0714.93063MaRDI QIDQ751612

Reuven Y. Rubinstein

Publication date: 1990

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo optimizationqueueing modelsdiscrete-even systemsoptimization in simulationscore function methodsingle sample path

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items

Stochastic quasigradient methods for optimization of discrete event systems, Convergence rates for steady-state derivative estimators, Distributed expert systems for queueing network capacity planning, Conditioning for variance reduction in estimating the sensitivity of simulations, Decomposable score function estimators for sensitivity analysis and optimization of queueing networks, Derivatives of Logarithmic Stationary Distributions for Policy Gradient Reinforcement Learning, Optimization via simulation: A review

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