Online IPA Gradient Estimators in Stochastic Continuous Fluid Models
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DOI: 10.1023/A:1020892306506
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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.
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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.
- 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.
- 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.
- 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.
- 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.
- 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.
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Keywords
Stochastic fluid models; infinitesimal perturbation analysis; network management and control;All these keywords.
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