Single sample path-based optimization of Markov chains (Q1289394): Difference between revisions

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+Stochastic optimization of regenerative systems using infinitesimal perturbation analysis
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+Sample-path optimization of convex stochastic performance functions
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+Markov chains and stochastic stability
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+Feature-based methods for large scale dynamic programming
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+Using the QR Factorization and Group Inversion to Compute, Differentiate, and Estimate the Sensitivity of Stationary Probabilities for Markov Chains
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+https://doi.org/10.1023/a:1022634422482
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+W1497026160
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