Online IPA Gradient Estimators in Stochastic Continuous Fluid Models
Author
Abstract
Suggested Citation
DOI: 10.1023/A:1020892306506
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Konstantopoulos, Takis & Zazanis, Michael & De Veciana, Gustavo, 1996. "Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 139-146, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yao Zhao & Benjamin Melamed, 2006. "IPA Derivatives for Make-to-Stock Production-Inventory Systems with Backorders," Methodology and Computing in Applied Probability, Springer, vol. 8(2), pages 191-222, June.
- Raghu Pasupathy, 2010. "On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization," Operations Research, INFORMS, vol. 58(4-part-1), pages 889-901, August.
- Xia, Li & Cao, Xi-Ren, 2012. "Performance optimization of queueing systems with perturbation realization," European Journal of Operational Research, Elsevier, vol. 218(2), pages 293-304.
- Benjamin Melamed & Yihong Fan & Yao Zhao & Yorai Wardi, 2010. "IPA derivatives for a discrete model of make-to-stock production-inventory systems with backorders," Annals of Operations Research, Springer, vol. 181(1), pages 1-19, December.
- (Yale) Gong, Yeming & Yücesan, Enver, 2012. "Stochastic optimization for transshipment problems with positive replenishment lead times," International Journal of Production Economics, Elsevier, vol. 135(1), pages 61-72.
- Yihong Fan & Benjamin Melamed & Yao Zhao & Yorai Wardi, 2009. "IPA Derivatives for Make-to-Stock Production-Inventory Systems With Backorders Under the (R,r) Policy," Methodology and Computing in Applied Probability, Springer, vol. 11(2), pages 159-179, June.
- Mourani, Iyad & Hennequin, Sophie & Xie, Xiaolan, 2008. "Simulation-based optimization of a single-stage failure-prone manufacturing system with transportation delay," International Journal of Production Economics, Elsevier, vol. 112(1), pages 26-36, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Benjamin Melamed & Rudolf Leuschner & Weiwei Chen & Dale S. Rogers & Min Cao, 2022. "Inventory turns and finite-horizon Little’s Laws," Annals of Operations Research, Springer, vol. 317(1), pages 129-146, October.
More about this item
Keywords
Stochastic fluid models; infinitesimal perturbation analysis; network management and control;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:115:y:2002:i:2:d:10.1023_a:1020892306506. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.