Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes

DOI10.1109/9.35272MaRDI QIDQ3472003zbMATH OpenOpenAlexFDO

Authors Christos G. Cassandras, Stephen G. Strickland

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/9.35272

zbMATH Keywords

sensitivity analysissemi-Markov processperformance sensitivitiesobservability transformation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sensitivity (robustness) (93B35) Observability (93B07) Stochastic systems in control theory (general) (93E03)

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Cited in

(10)

• Sensitivity analysis of continuous time Bayesian network reliability models
• Optimal inspection policies for a manufacturing station
• Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains
• A new method of performance sensitivity analysis for non-Markovian queueing networks
• Distributed inversion in timed discrete event systems
• Massively parallel SIMD simulation of Markovian DEDS: Event and time synchronous methods
• Parallel simulation of DEDS via event synchronization
• Parallel sample path generation for discrete event systems and the traffic smoothing problem
• Convergence properties of ordinal comparison in the simulation of discrete event dynamic systems
• On-line sensitivity analysis of Markov chains

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