On-line sensitivity analysis of Markov chains
From MaRDI portal
Continuous-time Markov processes on discrete state spaces (60J27) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Observability (93B07) Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)
Recommendations
- scientific article; zbMATH DE number 6520784
- Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
- Sensitivity analysis of stationary performance measures for Markov chains
- Sensitivity of the Stationary Distribution of a Markov Chain
- Sensitivity to perturbation of the stationary distribution: Some refinements
Cited in
(10)- Optimal inspection policies for a manufacturing station
- Perturbation analysis of discrete event systems: Concepts, algorithms, and applications
- Optimization via simulation: A review
- Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods
- Parallel sample path generation for discrete event systems and the traffic smoothing problem
- Distributed inversion in timed discrete event systems
- Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains
- Sensitivity analysis of continuous time Bayesian network reliability models
- Smoothed perturbation analysis for queues with finite buffers
- A sample path analysis of M/GI/1 queues with workload restrictions
This page was built for publication: On-line sensitivity analysis of Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3820510)