A unified approach to Markov decision problems and performance sensitivity analysis
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Publication:1974013
DOI10.1016/S0005-1098(99)00207-1zbMath0961.93058OpenAlexW2021231433MaRDI QIDQ1974013
Publication date: 5 June 2001
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00207-1
perturbation analysisMarkov decision problems\(\alpha\)-potentialdiscounted Poisson equationdiscounted Lyapunov equationssensitivity analysis of Markov chains
Sensitivity, stability, parametric optimization (90C31) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)
Related Items (8)
A time aggregation approach to Markov decision processes ⋮ Performance optimization of queueing systems with perturbation realization ⋮ Policy iteration based feedback control ⋮ Temporal difference-based policy iteration for optimal control of stochastic systems ⋮ Performance optimization of semi-Markov decision processes with discounted-cost criteria ⋮ A unified approach to Markov decision problems and performance sensitivity analysis with discounted and average criteria: multichain cases ⋮ Basic ideas for event-based optimization of Markov systems ⋮ Error bounds of optimization algorithms for semi-Markov decision processes
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- Markov chains and stochastic stability
- Realization probabilities. The dynamics of queuing systems
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- A Liapounov bound for solutions of the Poisson equation
- Finite Continuous Time Markov Chains
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems
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