State estimation in partially observed stochastic networks with queueing applications

DOI10.1007/978-3-030-76928-4_7MaRDI QIDQ5153604zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

change of measurefilteringmartingalepartially observed stochastic networkpoint processretrial queueing system

Mathematics Subject Classification ID

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

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Cites work

• A filtered ASTA property
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• Application of optimal filtering methods for on-line of queueing network states
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• Inverse problems in queueing theory and internet probing
• On the output theorem of queueing theory, via filtering
• Optimal channel choice for lossy data flow transmission
• Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model
• Rational queueing
• Retrial Queueing Systems
• State and Mode Estimation for Discrete-Time Jump Markov Systems
• When a stochastic exponential is a true martingale. Extension of the Beneš method

Cited in

(5)

• Application of optimal filtering methods for on-line of queueing network states
• State‐space partition techniques for multiterminal flows in stochastic networks
• Stochastic observability in network state estimation and control
• Stochastic filtering of reaction networks partially observed in time snapshots
• Approximate solution for two stage open networks with Markov-modulated queues minimizing the state space explosion problem

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