• DocumentCode
    3211325
  • Title

    Using perturbation analysis for gradient estimation, averaging and updating in a stochastic approximation algorithm

  • Author

    Fu, Michael C. ; Ho, Yu-chi

  • Author_Institution
    Harvard University
  • fYear
    1988
  • fDate
    12-14 Dec 1988
  • Firstpage
    509
  • Lastpage
    517
  • Keywords
    Algorithm design and analysis; Analytical models; Approximation algorithms; Control systems; Convergence; Current measurement; Discrete event systems; Performance analysis; Stochastic processes; Stochastic systems;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Simulation Conference Proceedings, 1988 Winter
  • Print_ISBN
    0-911801-42-1
  • Type

    conf

  • DOI
    10.1109/WSC.1988.716210
  • Filename
    716210
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3211325