Gradient estimation for discrete-event systems by measure-valued differentiation

DOI10.1145/1667072.1667077zbMath1384.90097OpenAlexW1975928280WikidataQ59254975 ScholiaQ59254975MaRDI QIDQ4635145

Felisa J. Vázquez-Abad, Taoying Farenhorst-Yuan, Georg Ch. Pflug, Bernd F. Heidergott

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1667072.1667077

zbMATH Keywords

stochastic approximationsimulation optimizationmeasure-valued differentiation

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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