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Volumn 36, Issue 5, 2000, Pages 771-774

Unified approach to Markov decision problems and performance sensitivity analysis

Author keywords

[No Author keywords available]

Indexed keywords

LYAPUNOV METHODS; PERTURBATION TECHNIQUES; SENSITIVITY ANALYSIS; THEOREM PROVING;

EID: 0033884215     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(99)00207-1     Document Type: Article
Times cited : (43)

References (13)
  • 4
    • 0032027940 scopus 로고    scopus 로고
    • The relation among potentials, perturbation analysis, Markov decision processes, and other topics
    • Cao Xi-Ren. The relation among potentials, perturbation analysis, Markov decision processes, and other topics. Journal of Discrete Event Dynamic Systems. 8:1998;71-87.
    • (1998) Journal of Discrete Event Dynamic Systems , vol.8 , pp. 71-87
    • Cao, X.-Ren.1
  • 5
    • 0031258478 scopus 로고    scopus 로고
    • Potentials, perturbation realization, and sensitivity analysis of Markov processes
    • Cao X.R., Chen H.F. Potentials, perturbation realization, and sensitivity analysis of Markov processes. IEEE Transactions on Automatic Control. 42:1997;1382-1393.
    • (1997) IEEE Transactions on Automatic Control , vol.42 , pp. 1382-1393
    • Cao, X.R.1    Chen, H.F.2
  • 6
    • 0029344134 scopus 로고
    • Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete event dynamic systems
    • Dai L.Y., Ho Y.C. Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete event dynamic systems. IEEE Transactions on Automatic Control. 40:1995;1154-1166.
    • (1995) IEEE Transactions on Automatic Control , vol.40 , pp. 1154-1166
    • Dai, L.Y.1    Ho, Y.C.2
  • 8
    • 0030522182 scopus 로고    scopus 로고
    • A Lyapunov bound for solutions of Poisson's equation
    • Glynn P.W., Meyn S.P. A Lyapunov bound for solutions of Poisson's equation. Annals of Probability. 24:1996;916-931.
    • (1996) Annals of Probability , vol.24 , pp. 916-931
    • Glynn, P.W.1    Meyn, S.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.