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

zbMATH Keywords

stochastic approximationstochastic discrete-event systemsGI/G/1 queueing systemsperturbation-analysis-Robbins-Monro-single-run algorithm

Mathematics Subject Classification ID

Stochastic programming (90C15) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

This page was built for publication: Convergence rates of perturbation-analysis-Robbins-Monro-single-run algorithms for single server queues