Stochastic quasigradient methods for optimization of discrete event systems Yury M. ErmolievAlexei A. Gaivoronski EditorialNotes Pages: 1 - 39
Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs Gerd Infanger OriginalPaper Pages: 69 - 95
Nondifferentiable optimization via smooth approximation: General analytical approach Joseph KreimerReuven Y. Rubinstein OriginalPaper Pages: 97 - 119
Convergence rates for steady-state derivative estimators Pierre L'Ecuyer OriginalPaper Pages: 121 - 136
Distributed expert systems for queueing network capacity planning Yuval LirovBenjamin Melamed OriginalPaper Pages: 137 - 155
Conditioning for variance reduction in estimating the sensitivity of simulations D. L. McLeishS. Rollans OriginalPaper Pages: 157 - 172
Gradient estimates for the performance of markov chains and discrete event processes G. Ch. Pflug OriginalPaper Pages: 173 - 194
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks Reuven Y. Rubinstein OriginalPaper Pages: 195 - 227
Sensitivity analysis of discrete event systems by the “push out” method Reuven Y. Rubinstein OriginalPaper Pages: 229 - 250
A stochastic quasigradient algorithm with variable metric S. P. Uryas'ev OriginalPaper Pages: 251 - 267
Smoothed perturbation analysis algorithms for estimating the derivatives of occupancy-related functions in serial queueing networks Y. WardiM. H. KallmesW. -B. Gong OriginalPaper Pages: 269 - 293