A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case

DOI10.1109/TAC.2009.2034228zbMath1368.93403OpenAlexW2099436852MaRDI QIDQ4978659

Richelle V. Adams, Benjamin Melamed, Yoraï Wardi

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2009.2034228

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic network models in operations research (90B15) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20) Stochastic approximation (62L20) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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