| Article ID: | iaor19991975 |
| Country: | United States |
| Volume: | 12 |
| Issue: | 4 |
| Start Page Number: | 519 |
| End Page Number: | 531 |
| Publication Date: | Oct 1998 |
| Journal: | Probability in the Engineering and Informational Sciences |
| Authors: | Borkar V.S., Bhatnagar S. |
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 analysed, and a queueing example is presented.