Stochastic Optimization by Simulation: Numerical Experiments with the M/M/1 Queue in Steady-State

DOI10.1287/mnsc.40.10.1245zbMath0822.90066OpenAlexW2129622660MaRDI QIDQ4834329

Pierre L'Ecuyer, Nataly Giroux, Peter W. Glynn

Publication date: 28 May 1995

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

Full work available at URL: https://doi.org/10.1287/mnsc.40.10.1245

zbMATH Keywords

stochastic approximationderivative estimationdiscrete event systems

Mathematics Subject Classification ID

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

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