Estimates of performance sensitivity of a stochastic system

DOI10.1109/18.42221MaRDI QIDQ3032135zbMATH OpenOpenAlexFDO

Authors Xi-Ren Cao

Publication date 1989

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.42221

zbMATH Keywords

performance sensitivity

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

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• Providing an uncertain model for evaluating the performance of a basic two-stage system
• Sensitivity estimation for Gaussian systems
• System error analysis based on one-at-a-time perturbations
• Robust sensitivity analysis for stochastic systems
• System response to partially known input
• Sensitivity estimates based on one realization of a stochastic system†
• A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
• Sensitivity analysis of performability
• Sensitivity analysis of stochastic dynamical systems
• Convergence Rates of Finite-Difference Sensitivity Estimates for Stochastic Systems
• Perturbation analysis of continuous‐time absorbing Markov chains
• On the evaluation of expected performance cost for partially observed closed-loop stochastic systems
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