Measure-Valued Differentiation for Stationary Markov Chains
From MaRDI portal
Publication:5387971
DOI10.1287/moor.1050.0171zbMath1278.90428OpenAlexW2115679377MaRDI QIDQ5387971
Heinz Weisshaupt, Arie Hordijk, Bernd F. Heidergott
Publication date: 27 May 2008
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://research.vu.nl/ws/files/2210685/measurevalueddifferentiation2006.pdf
Related Items
Perturbation analysis of waiting times in the G/G/1 queue ⋮ On the differentiability of parametrized families of linear operators and the sensitivity of their stationary vectors ⋮ Likelihood Ratio Gradient Estimation for Steady-State Parameters ⋮ Optimal balanced control for call centers ⋮ A perturbation analysis of Markov chains models with time-varying parameters ⋮ Stochastic approximations and monotonicity of a single server feedback retrial queue ⋮ Derivatives of Markov Kernels and Their Jordan Decomposition ⋮ A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue ⋮ Quantitative Estimates in an M2/G2/1 Priority Queue with Non-Preemptive Priority: The Method of Strong Stability ⋮ Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation ⋮ Perturbation analysis for denumerable Markov chains with application to queueing models ⋮ Stochastic inequalities for \(M/G/1\) retrial queues with vacations and constant retrial policy ⋮ New perturbation bounds for denumerable Markov chains ⋮ Forward sensitivity analysis for contracting stochastic systems ⋮ Taylor series expansions for stationary Markov chains ⋮ Characterization and sufficient conditions for normed ergodicity of Markov chains
This page was built for publication: Measure-Valued Differentiation for Stationary Markov Chains
