Convergence rates of perturbation-analysis-Robbins-Monro-single-run algorithms for single server queues
DOI10.1109/9.633835zbMath0889.90073OpenAlexW2098507857MaRDI QIDQ4368705
Chen, Hanfu, Zengjin Han, Qian-Yu Tang
Publication date: 15 January 1998
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0ae1e5294d1ccd914ecda3dfced178e42fe8909e
stochastic approximationstochastic discrete-event systemsGI/G/1 queueing systemsperturbation-analysis-Robbins-Monro-single-run algorithm
Stochastic programming (90C15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
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