State estimation in partially observed stochastic networks with queueing applications

DOI10.1007/978-3-030-76928-4_7zbMATH Open1470.60261OpenAlexW3169971754MaRDI QIDQ5153604FDOQ5153604

Authors: K. V. Semenikhin 

Publication date: 30 September 2021

Published in: Modern Trends in Controlled Stochastic Processes: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-76928-4_7

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zbMATH Keywords

point processmartingalechange of measurefilteringretrial queueing systempartially observed stochastic network

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Queueing theory (aspects of probability theory) (60K25)

Cites Work

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• Rational Queueing
• Inverse problems in queueing theory and internet probing
• Flows in Queueing Networks: A Martingale Approach
• State and Mode Estimation for Discrete-Time Jump Markov Systems
• An incomplete information inventory model with presence of inventories or backorders as only observations
• Optimal channel choice for lossy data flow transmission
• When a stochastic exponential is a true martingale. Extension of the Beneš method
• A filtered ASTA property
• On the output theorem of queueing theory, via filtering

Cited In (3)

• Stochastic observability in network state estimation and control
• State‐space partition techniques for multiterminal flows in stochastic networks
• Approximate solution for two stage open networks with Markov-modulated queues minimizing the state space explosion problem

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