Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
type: Item
instance of: scholarly article
title: Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
zbMATH Open document ID: 0699.93087
DOI: 10.1007/BF00941166
author: N. E. Zubov
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: See the preview in Zbl 0672.93062.
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 4148007
zbMATH Keywords: discrete-event systems
zbMATH Keywords: Robbins-Monro type stochastic
zbMATH Keywords: approximation algorithm
zbMATH Keywords: unbiased estimators
zbMATH Keywords: gradient estimators
MaRDI profile type: Publication
cites work: Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
cites work: Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
cites work: Stochastic approximation methods for constrained and unconstrained systems
full work available at URL: https://doi.org/10.1007/bf00941166
OpenAlex ID: W2075061201
description: scientific article; zbMATH DE number 4148007