NDLI: Combining the Stochastic Counterpart and Stochastic Approximation Methods

Content Provider	Springer Nature Link
Author	Dussault, Jean Pierre Labrecque, Donald L'Ecuyer, Pierre Rubinstein, Reuven Y.
Copyright Year	1997
Abstract	In this work, we examine how to combine the score function method with the standard crude Monte Carlo and experimental design approaches, in order to evaluate the expected performance of a discrete event system and its associated gradient simultaneously for different scenarios (combinations of parameter values), as well as to optimize the expected performance with respect to two parameter sets, which represent parameters of the underlying probability law (for the systems evolution) and parameters of the sample performance measure, respectively. We explore how the stochastic approximation and stochastic counterpart methods can be combined to perform optimization with respect to both sets of parameters at the same time. We outline three combined algorithms of that form, one sequential and two parallel, and give a convergence proof for one of them. We discuss a number of issues related to the implementation and convergence of those algorithms, introduce averaging variants, and give numerical illustrations.
Starting Page	5
Ending Page	28
Page Count	24
File Format	PDF
ISSN	09246703
Journal	Discrete Event Dynamic Systems
Volume Number	7
Issue Number	1
e-ISSN	15737594
Language	English
Publisher	Kluwer Academic Publishers
Publisher Date	1997-01-01
Publisher Place	Boston
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Systems Theory, Control Convex and Discrete Geometry Manufacturing, Machines, Tools Electronic and Computer Engineering Operation Research/Decision Theory
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Modeling and Simulation

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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