Infinitesimal perturbation analysis of a queueing system with bursty traffic

1994 ◽  
Vol 4 (4) ◽  
pp. 325-358 ◽  
Author(s):  
Jie Pan ◽  
Christos G. Cassandras



1998 ◽  
Vol 12 (4) ◽  
pp. 519-531 ◽  
Author(s):  
Shalabh Bhatnagar ◽  
Vivek S. Borkar

A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional “infinitesimal perturbation analysis” schemes. It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.





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