On-line sensitivity analysis of Markov chains

DOI10.1109/9.8651zbMath0667.93094OpenAlexW2072777500MaRDI QIDQ3820510

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/10.1109/9.8651

zbMATH Keywords

perturbed Markov chainsreduced augmented chain

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Estimation and detection in stochastic control theory (93E10) Observability (93B07) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27)

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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 ⋮ Optimal inspection policies for a manufacturing station ⋮ Optimization via simulation: A review ⋮ Perturbation analysis of discrete event systems: Concepts, algorithms, and applications

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