Using infinitesimal perturbation analysis of stochastic flow models to recover performance sensitivity estimates of discrete event systems

DOI10.1007/S10626-011-0120-0MaRDI QIDQ434477zbMATH OpenOpenAlexFDO

Authors Chen Yao, Christos G. Cassandras

Publication date 10 July 2012

Published in Discrete Event Dynamic Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10626-011-0120-0

zbMATH Keywords

discrete event systemsinfinitesimal perturbation analysisstochastic flow models

Mathematics Subject Classification ID

Discrete event control/observation systems (93C65) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

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Cites work

• A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case
• Distributed Control of Heterogeneous Systems
• Introduction to Discrete Event Systems
• Perturbation analysis and optimization of stochastic hybrid systems
• Perturbation analysis for online control and optimization of stochastic fluid models
• Perturbation analysis of communication networks with feedback control using stochastic hybrid models
• Perturbation Analysis of Feedback-Controlled Stochastic Flow Systems
• Perturbation analysis of multiclass stochastic fluid models
• Variational bounds and sensitivity analysis of traffic processes in continuous flow models

Cited in

(6)

• Service rate control of closed Jackson networks from game theoretic perspective
• Performance regulation of event-driven dynamical systems using infinitesimal perturbation analysis
• A tutorial on event-based optimization -- a new optimization framework
• Policy gradient approach of event-based optimization and its online implementation
• Impact of the corrective maintenance cost on manufacturing remanufacturing system performance
• Building occupant level estimation based on heterogeneous information fusion

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• UMDES

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