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
Keywords :
Algorithm design and analysis; Analytical models; Approximation algorithms; Control systems; Convergence; Current measurement; Discrete event systems; Performance analysis; Stochastic processes; Stochastic systems;
Conference_Titel :
Simulation Conference Proceedings, 1988 Winter
Print_ISBN :
0-911801-42-1
DOI :
10.1109/WSC.1988.716210
