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Online IPA Gradient Estimators in Stochastic Continuous Fluid Models · Study

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ArticleOnline IPA Gradient Estimators in Stochastic Continuous Fluid Models

Y. Wardi2002

Article2002

Online IPA Gradient Estimators in Stochastic Continuous Fluid Models

Y. Wardi · Benjamin Melamed · Christos G. Cassandras · Christos G. Panayiotou

67 citations·0/0 files stored·Journal of Optimization Theory and Applications

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Advanced Queuing Theory Analysis Network Traffic and Congestion Control Simulation Techniques and Applications

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References

1982Stochastic Theory of a Data-Handling System with Multiple Sources 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method 2002Perturbation analysis for online control and optimization of stochastic fluid models

Cited by

2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization 2009A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case 2004Perturbation Analysis and Optimization of Stochastic Flow Networks 2004Inventory Control for Supply Chains with Service Level Constraints: A Synergy between Large Deviations and Perturbation Analysis 2004Perturbation Analysis of Multiclass Stochastic Fluid Models 2004Perturbation analysis for production control and optimization of manufacturing systems 2007Simulation-based optimization of a single-stage failure-prone manufacturing system with transportation delay 2011Performance optimization of queueing systems with perturbation realization

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2010Perturbation Analysis and Optimization of Stochastic Hybrid Systemsarticle · 4 shared references 2004Perturbation Analysis and Optimization of Stochastic Flow Networksarticle · 4 shared references 2006Chapter 19 Gradient Estimationchapter · 3 shared references 2009A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Casearticle · 3 shared references 2004Perturbation Analysis of Multiclass Stochastic Fluid Modelsarticle · 3 shared references 2004Perturbation analysis for production control and optimization of manufacturing systemsarticle · 3 shared references

Details

Year2002

Typearticle

Published2002-11-01

VenueJournal of Optimization Theory and Applications

ISSN-L0022-3239

Languageen

Citations67

Files0 public / 0

ShelfAdvanced Queuing Theory Analysis

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doi10.1023/a:1020892306506

openalex_workW91208480

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