Smoothed perturbation analysis derivative estimation for Markov chains

DOI10.1016/0167-6377(94)90084-1zbMath0809.60080OpenAlexW2091694970MaRDI QIDQ1342270

Michael C. Fu, Jian-Qiang Hu

Publication date: 11 January 1995

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(94)90084-1

zbMATH Keywords

sensitivity analysisMarkov chainsperturbation analysismulticlass queueing networksteady-state performance measures

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (2)

Sensitivity analysis of stationary performance measures for Markov chains ⋮ Performance optimization of queueing systems with perturbation realization

Cites Work

• Smoothed perturbation analysis for queues with finite buffers
• Perturbation analysis and optimization of queueing networks
• Strongly Consistent Steady-State Derivative Estimates
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• A Sample Performance Function of Closed Jackson Queueing Networks
• First-order perturbation analysis of a simple multi-class finite source queue
• Continuity of Generalized Semi-Markov Processes
• Structural Conditions for Perturbation Analysis Derivative Estimation: Finite-Time Performance Indices
• Derivative Estimates from Simulation of Continuous-Time Markov Chains
• Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework

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