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

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)

Recommendations

• Application of optimal filtering methods for on-line of queueing network states
• Optimal estimation of some functionals of Markovian systems under the condition of incomplete observations
• Parameter estimation for partially observed nonlinear stochastic system
• A note on filtering in queueing networks and discrete event dynamic systems
• Optimum downtime and state estimations for partially observable service systems

Cites work

• scientific article; zbMATH DE number 3868304 (Why is no real title available?)
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• A filtered ASTA property
• An incomplete information inventory model with presence of inventories or backorders as only observations
• Application of optimal filtering methods for on-line of queueing network states
• Flow control as a stochastic optimal control problem with incomplete information
• Flows in Queueing Networks: A Martingale Approach
• 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)

• Stochastic observability in network state estimation and control
• Stochastic filtering of reaction networks partially observed in time snapshots
• Application of optimal filtering methods for on-line of queueing network states
• 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

This page was built for publication: State estimation in partially observed stochastic networks with queueing applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5153604)