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Online IPA Gradient Estimators in Stochastic Continuous Fluid Models
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References

  • 1982Stochastic Theory of a Data-Handling System with Multiple Sources1,271 cited
  • 1995Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method383 cited
  • 1994Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method270 cited
  • 2002Perturbation analysis for online control and optimization of stochastic fluid models171 cited

Cited by

  • 2010On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization94 cited
  • 2009A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case61 cited
  • 2004Perturbation Analysis and Optimization of Stochastic Flow Networks47 cited
  • 2004Inventory Control for Supply Chains with Service Level Constraints: A Synergy between Large Deviations and Perturbation Analysis43 cited
  • 2004Perturbation Analysis of Multiclass Stochastic Fluid Models41 cited
  • 2004Perturbation analysis for production control and optimization of manufacturing systems40 cited
  • 2004Perturbation Analysis of Feedback-Controlled Stochastic Flow Systems37 cited
  • 2007Simulation-based optimization of a single-stage failure-prone manufacturing system with transportation delay33 cited
  • 2011Performance optimization of queueing systems with perturbation realization24 cited

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  • 2010Stochastic optimization for transshipment problems with positive replenishment lead times21 cited
  • 2004Perturbation analysis of stochastic flow networks15 cited
  • 2010Perturbation Analysis of a Dynamic Priority Call Center13 cited
  • 2013Perturbation analysis and optimisation of continuous flow transfer lines with delay11 cited
  • 2007IPA Derivatives for Make-to-Stock Production-Inventory Systems With Lost Sales11 cited