Perturbation analysis via coupling

DOI10.1109/9.847099MaRDI QIDQ4507113zbMATH OpenOpenAlexFDO

Authors Liyi Dai

Publication date 17 October 2000

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

Full work available at URL https://doi.org/10.1109/9.847099

zbMATH Keywords

couplinggradient estimationMarkov chainsperturbation analysis

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(8)

• Matrix perturbation analysis for weakly coupled oscillators
• Augmented infinitesimal perturbation analysis: An alternate explanation
• Coupling based estimation approaches for the average reward performance potential in Markov chains
• A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue
• Perturbation Analysis of a Problem of Carrier's
• Monte Carlo gradient estimation in machine learning
• Studies of the strong coupling and weak coupling methods in FSI analysis
• GradInf: Gradient Estimation as Probabilistic Inference

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