A Unified Approach to Infinitesimal Perturbation Analysis in Stochastic Flow Models: The Single-Stage Case

DOI10.1109/TAC.2009.2034228zbMath1368.93403MaRDI QIDQ4978659

Richelle V. Adams, Benjamin Melamed, Yoraï Wardi

Publication date: 25 August 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2009.2034228

Mathematics Subject Classification ID

93B35: Sensitivity (robustness)

90B15: Stochastic network models in operations research

93C73: Perturbations in control/observation systems

93E20: Optimal stochastic control

62L20: Stochastic approximation

60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)

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