Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization
暂无分享,去创建一个
[1] J. Keilson. Markov Chain Models--Rarity And Exponentiality , 1979 .
[2] Christos G. Cassandras,et al. Infinitesimal and finite perturbation analysis for queueing networks , 1982, 1982 21st IEEE Conference on Decision and Control.
[3] Y. Ho,et al. Smoothed (conditional) perturbation analysis of discrete event dynamical systems , 1987 .
[4] Peter W. Glynn,et al. Likelilood ratio gradient estimation: an overview , 1987, WSC '87.
[5] R. Suri,et al. Perturbation analysis gives strongly consistent sensitivity estimates for the M/G/ 1 queue , 1988 .
[6] C. Cassandras,et al. On-line sensitivity analysis of Markov chains , 1989 .
[7] Alan Weiss,et al. Sensitivity Analysis for Simulations via Likelihood Ratios , 1989, Oper. Res..
[8] Paul Glasserman,et al. Gradient Estimation Via Perturbation Analysis , 1990 .
[9] Xi-Ren Cao,et al. Perturbation analysis of discrete event dynamic systems , 1991 .
[10] Pirooz Vakili,et al. Using a standard clock technique for efficient simulation , 1991, Oper. Res. Lett..
[11] Peter W. Glynn,et al. Gradient estimation for ratios , 1991, 1991 Winter Simulation Conference Proceedings..
[12] George Liberopoulos,et al. Perturbation Analysis for the Design of Flexible Manufacturing System Flow Controllers , 1992, Oper. Res..
[13] Pierre Brémaud,et al. On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method , 1992, Queueing Syst. Theory Appl..
[14] Pierre Brémaud,et al. Maximal coupling and rare perturbation sensitivity analysis , 1992, Queueing Syst. Theory Appl..
[15] M. Fu,et al. Addendum to "Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework" , 1992 .
[16] E. Chong,et al. Optimization of queues using an infinitesimal perturbation analysis-based stochastic algorithm with general update times , 1993 .
[17] Houmin Yan,et al. Finding optimal number of Kanbans in a manufacturing system via stochastic approximation and perturbation analysis , 1994 .
[18] Edwin K. P. Chong,et al. Discrete event systems: Modeling and performance analysis , 1994, Discret. Event Dyn. Syst..
[19] Christian van Delft,et al. Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models , 1994, Discret. Event Dyn. Syst..
[20] Felix Wu,et al. Dynamic bandwidth allocation using infinitesimal perturbation analysis , 1994, Proceedings of INFOCOM '94 Conference on Computer Communications.
[21] Charles Leake,et al. Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method , 1994 .
[22] Jason H. Goodfriend,et al. Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method , 1995 .
[23] Y. Ho,et al. Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems , 1995, IEEE Trans. Autom. Control..
[24] Cao Xi-ren. Uniformization and performance sensitivity estimation in closed queueing networks , 1996 .
[25] L. Dai. Sensitivity analysis of stationary performance measures for Markov chains , 1996 .
[26] LIYI DAI,et al. Rate of Convergence for Derivative Estimation of Discrete-Time Markov Chains via Finite-Difference Approximation with Common Random Numbers , 1997, SIAM J. Appl. Math..
[27] Xi-Ren Cao,et al. Perturbation realization, potentials, and sensitivity analysis of Markov processes , 1997, IEEE Trans. Autom. Control..
[28] P. Glynn. LIKELIHOOD RATIO GRADIENT ESTIMATION : AN OVERVIEW by , 2022 .