Performance gradient estimation for the very large finite Markov chains

DOI10.1109/9.100931zbMath0736.60069OpenAlexW2138113829MaRDI QIDQ3986172

Bin Zhang, Yu-Chi Ho

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.100931

zbMATH Keywords

likelihood ratioqueueing networksembedded Markov chainsteady-state performance

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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