The Potential Structure of Sample Paths and Performance Sensitivities of Markov Systems

DOI10.1109/TAC.2004.838494zbMath1365.90255OpenAlexW2096505218MaRDI QIDQ5273949

Xi-Ren Cao

Publication date: 12 July 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2004.838494

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sample path properties (60G17) Markov and semi-Markov decision processes (90C40)

Related Items (4)

Stochastic control via direct comparison ⋮ Modeling and optimization of M/G/1-type queueing networks: an efficient sensitivity analysis approach ⋮ Basic ideas for event-based optimization of Markov systems ⋮ A Sensitivity‐Based Construction Approach to Variance Minimization of Markov Decision Processes

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