Convergence of a stochastic approximation algorithm for the GI/G/1 queue using infinitesimal perturbation analysis
Author:
- 1 April 1990
- journal article
- research article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 65 (1) , 149-160
Abstract
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- Stochastic approximation for Monte Carlo optimization1986
- Stochastic Approximation Methods for Constrained and Unconstrained Systems1978
- Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event SimulationsOperations Research, 1975