Perturbation realization, potentials, and sensitivity analysis of Markov processes
From MaRDI portal
Publication:4368697
DOI10.1109/9.633827zbMath0889.93039OpenAlexW2171033527MaRDI QIDQ4368697
Publication date: 29 June 1998
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.633827
Lyapunov equationPoisson equationperturbation analysisperformance potentialsperformance sensitivitiesdifferent initial statessample path of a Markov process
Stochastic systems and control (93E99) Sensitivity (robustness) (93B35) Perturbations in control/observation systems (93C73) Sample path properties (60G17) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)
Related Items (43)
Event-based optimization approach for solving stochastic decision problems with probabilistic constraint ⋮ ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS ⋮ Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes ⋮ A Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networks ⋮ General Solution of the Poisson Equation for Quasi-Birth-and-Death Processes ⋮ The control of a two-level Markov decision process by time aggregation ⋮ Optimization of Markov decision processes under the variance criterion ⋮ Sensitivity Analysis of Continuous Time Bayesian Network Reliability Models ⋮ Geometric ergodicity in a weighted Sobolev space ⋮ Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes ⋮ Finding optimal memoryless policies of POMDPs under the expected average reward criterion ⋮ Average sample-path optimality for continuous-time Markov decision processes in Polish spaces ⋮ Importance and sensitivity analysis in dynamic reliability ⋮ Perturbation analysis of Markov modulated fluid models ⋮ Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces ⋮ Potentials based optimization with embedded Markov chain for stochastic constrained system ⋮ Performance optimization of queueing systems with perturbation realization ⋮ Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach ⋮ A tutorial on event-based optimization -- a new optimization framework ⋮ Temporal difference-based policy iteration for optimal control of stochastic systems ⋮ Sensitivity-based nested partitions for solving finite-horizon Markov decision processes ⋮ A unified approach to Markov decision problems and performance sensitivity analysis ⋮ Sample-path optimality and variance-maximization for Markov decision processes ⋮ Parameterized Markov decision process and its application to service rate control ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Variance minimization of parameterized Markov decision processes ⋮ Performance optimization of semi-Markov decision processes with discounted-cost criteria ⋮ Policy iteration for customer-average performance optimization of closed queueing systems ⋮ Perturbation analysis for denumerable Markov chains with application to queueing models ⋮ Policy Gradient Approach of Event‐Based Optimization and Its Online Implementation ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases ⋮ From differential to difference importance measures for Markov reliability models ⋮ Basic ideas for event-based optimization of Markov systems ⋮ A sensitivity formula for risk-sensitive cost and the actor-critic algorithm ⋮ On-line policy gradient estimation with multi-step sampling ⋮ Coupling based estimation approaches for the average reward performance potential in Markov chains ⋮ Service rate control of closed Jackson networks from game theoretic perspective ⋮ Error bounds of optimization algorithms for semi-Markov decision processes ⋮ Power and delay optimisation in multi-hop wireless networks ⋮ Single sample path-based optimization of Markov chains ⋮ Natural actor-critic algorithms ⋮ Robust queueing theory: an initial study using imprecise probabilities ⋮ A unified approach to time-aggregated Markov decision processes
This page was built for publication: Perturbation realization, potentials, and sensitivity analysis of Markov processes
