A single sample path-based performance sensitivity formula for Markov chains
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Publication:3124468
DOI10.1109/9.545747zbMath1041.60501OpenAlexW2170697340MaRDI QIDQ3124468
Cao, Xiren, Xue-Ming Yuan, Li Qiu
Publication date: 1996
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.545747
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Stochastic systems in control theory (general) (93E03)
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