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@article{Tang2000CentralLT, title={Central Limit Theorems for Stochastic Optimization Algorithms Using Infinitesimal Perturbation Analysis}, author={Qian-Yu Tang and Han-Fu Chen}, journal={Discrete Event Dynamic Systems}, year={2000}, volume={10}, pages={5-32} }

- Published 2000 in Discrete Event Dynamic Systems
DOI:10.1023/A:1008347431468

Central limit theorems are obtained for the \perturbation analysis Robbins-Monro single run" (PARMSR) optimization algorithm, with updates either after every L customers or after every busy period, in the context of the optimization of a GI=GI=1 queue. The PARMSR algorithm is a stochastic approximation (SA) method for the optimization of innnite-horizon… CONTINUE READING

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