L'Ecuyer, Pierre; Giroux, Nataly; Glynn, Peter W. - In: Management Science 40 (1994) 10, pp. 1245-1261
This paper gives numerical illustrations of the behavior of stochastic approximation, combined with different derivative estimation techniques, to optimize a steady-state system. It is a companion paper to L'Ecuyer and Glynn (1993), which gives convergence proofs for most of the variants...