Optimization of the Transient and Steady-State Behavior of Discrete Event Systems

DOI10.1287/MNSC.42.5.717zbMath0885.93060OpenAlexW2038260844MaRDI QIDQ4363633

Sigrún Andradóttir

Publication date: 6 April 1998

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.42.5.717

zbMATH Keywords

stochastic optimizationsimulationdiscrete event systemsHarris recurrenceRobbins-Monro stochastic approximationregenerative methodlikelihood ratio methodgeneral state space Markov chain

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Nonlinear programming (90C30) Stochastic programming (90C15) Stochastic approximation (62L20)

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