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Volumn 23, Issue 11-12, 1996, Pages 143-160

Sensitivity analysis of stationary performance measures for Markov chains

Author keywords

Derivative estimation; Markov chain; Performance analysis; Poisson equation; Simulation

Indexed keywords


EID: 0030159511     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/0895-7177(96)00069-6     Document Type: Article
Times cited : (9)

References (25)
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  • 8
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    • Application of smoothed perturbation analysis to probabilistic routing
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    • April
    • 9. P. Bremaud and W.B. Gong, Smoothed perturbation analysis and likelihood ratio formulas for adaptive routing, ACM Trans. on Modeling and Computer Simulation (April), 134-161 (1993).
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  • 10
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    • Estimating derivatives via Poisson equations
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  • 17
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    • 17. L. Dai, Sensitivity analysis of Markov chains via finite-difference approximation with common random numbers, SIAM Journal on Applied Mathematics (1996) (to appear).
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.