Convergence of perturbation analysis based optimization algorithm with fixed number of customers period

DOI10.1007/BF01440234zbMath0811.49023MaRDI QIDQ1338771

Qian-Yu Tang, Chen, Hanfu

Publication date: 10 April 1995

Published in: Discrete Event Dynamic Systems (Search for Journal in Brave)

zbMATH Keywords

perturbation analysisqueueing systemsstochastic approximation algorithmfixed number of customers periodRobbins-Monro single run

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Queueing theory (aspects of probability theory) (60K25) Stability and convergence of numerical methods for ordinary differential equations (65L20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Perturbation analysis of discrete event systems: Concepts, algorithms, and applications

Cites Work

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• Perturbation analysis and optimization of queueing networks
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• Strongly Consistent Steady-State Derivative Estimates
• Performance evaluation and perturbation analysis of discrete event dynamic systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Optimization of Queues Using an Infinitesimal Perturbation Analysis-Based Stochastic Algorithm with General Update Times
• A Stochastic Approximation Method

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