Estimating the Critical Density of Road Transportation Networks using Infinitesimal Perturbation Analysis of Hybrid Systems

2018 ◽  
Author(s):  
C. Menelaou ◽  
S. Timotheou ◽  
P. Kolios ◽  
C.G. Panayiotou
Keyword(s):  
Hybrid Systems ◽  
Perturbation Analysis ◽  
Transportation Networks ◽  
Critical Density ◽  
Infinitesimal Perturbation Analysis ◽  
Road Transportation ◽  
Infinitesimal Perturbation

A two Timescale Stochastic Approximation Scheme for Simulation-Based Parametric Optimization

1998 ◽  
Vol 12 (4) ◽  
pp. 519-531 ◽  
Author(s):  
Shalabh Bhatnagar ◽  
Vivek S. Borkar
Keyword(s):  
Stochastic Approximation ◽  
Perturbation Analysis ◽  
Parametric Optimization ◽  
Approximation Scheme ◽  
Infinitesimal Perturbation Analysis ◽  
Simulation Based ◽  
Infinitesimal Perturbation ◽  
Two Timescale Stochastic Approximation

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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