Perturbation realization, potentials, and sensitivity analysis of Markov processes
DOI10.1109/9.633827zbMATH Open0889.93039OpenAlexW2171033527MaRDI QIDQ4368697FDOQ4368697
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
Recommendations
Poisson equationLyapunov equationperturbation analysisperformance potentialsperformance sensitivitiesdifferent initial statessample path of a Markov process
Stochastic systems and control (93E99) Sensitivity (robustness) (93B35) Sample path properties (60G17) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Perturbations in control/observation systems (93C73)
Cited In (46)
- Robust queueing theory: an initial study using imprecise probabilities
- Error bounds of optimization algorithms for semi-Markov decision processes
- A Jackson network model and threshold policy for joint optimization of energy and delay in multi-hop wireless networks
- Sensitivity-based nested partitions for solving finite-horizon Markov decision processes
- Power and delay optimisation in multi-hop wireless networks
- A unified approach to time-aggregated Markov decision processes
- Performance optimization of queueing systems with perturbation realization
- General Solution of the Poisson Equation for Quasi-Birth-and-Death Processes
- Event-based optimization approach for solving stochastic decision problems with probabilistic constraint
- An Overview for Markov Decision Processes in Queues and Networks
- Optimization of Markov decision processes under the variance criterion
- Finding optimal memoryless policies of POMDPs under the expected average reward criterion
- Variance minimization of parameterized Markov decision processes
- Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
- Sensitivity Analysis of Continuous Time Bayesian Network Reliability Models
- Service rate control of closed Jackson networks from game theoretic perspective
- Potentials based optimization with embedded Markov chain for stochastic constrained system
- Temporal difference-based policy iteration for optimal control of stochastic systems
- Bias and Overtaking Optimality for Continuous-Time Jump Markov Decision Processes in Polish Spaces
- Basic ideas for event-based optimization of Markov systems
- ASYMPTOTIC VARIANCE OF PASSAGE TIME ESTIMATORS IN MARKOV CHAINS
- The control of a two-level Markov decision process by time aggregation
- Natural actor-critic algorithms
- Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach
- Policy iteration for customer-average performance optimization of closed queueing systems
- A tutorial on event-based optimization -- a new optimization framework
- Single sample path-based optimization of Markov chains
- Perturbation analysis of Markov modulated fluid models
- Bias optimality and strong \(n\) \((n= -1,0)\) discount optimality for Markov decision processes
- A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases
- Importance and sensitivity analysis in dynamic reliability
- Coupling based estimation approaches for the average reward performance potential in Markov chains
- Single sample path-based sensitivity analysis of Markov processes using uniformization
- Average sample-path optimality for continuous-time Markov decision processes in Polish spaces
- A unified approach to Markov decision problems and performance sensitivity analysis
- Parameterized Markov decision process and its application to service rate control
- From differential to difference importance measures for Markov reliability models
- Geometric ergodicity in a weighted Sobolev space
- On-line policy gradient estimation with multi-step sampling
- A sensitivity formula for risk-sensitive cost and the actor-critic algorithm
- Sample-path optimality and variance-maximization for Markov decision processes
- Efficient sensitivity analysis for parametric robust Markov chains
- Perturbation analysis for denumerable Markov chains with application to queueing models
- Policy Gradient Approach of Event‐Based Optimization and Its Online Implementation
- Strong \(n\)-discount and finite-horizon optimality for continuous-time Markov decision processes
- Performance optimization of semi-Markov decision processes with discounted-cost criteria
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