Convergence rates of Perturbation-Analysis-Robbins-Monro-Single-Run algorithms for single server queues

IEEE Transactions on Automatic Control

Volumn 42, Issue 10, 1997, Pages 1442-1447

  Tang, Qian Yu ^a   Chen, Han Fu ^b   Han, Zeng Jin ^a  

^a TSINGHUA UNIVERSITY   (China)

^b INSTITUTE OF SYSTEMS SCIENCE   (China)

Author keywords

Convergence rates; Perturbation analysis; Queueing systems; Stochastic approximation; Stochastic discrete event systems

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; DISCRETE TIME CONTROL SYSTEMS; PARAMETER ESTIMATION; PERTURBATION TECHNIQUES; RANDOM PROCESSES; STOCHASTIC CONTROL SYSTEMS;

PERTURBATION ANALYSIS ROBBINS MONRO SINGLE RUN (PARMSR) ALGORITHM; QUEUEING SYSTEMS;

CONTROL SYSTEM ANALYSIS;

EID: 0031257238     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.633835     Document Type: Article

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