A note on the relation between weak derivatives and perturbation realization

IEEE Transactions on Automatic Control

Volumn 47, Issue 7, 2002, Pages 1112-1115

  Heidergott, Bernd ^a,b   Cao, Xi Ren ^b  

^a EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Markov chains; Perturbation analysis (PA); Weak derivatives (WDs)

Indexed keywords

CONTROL SYSTEM ANALYSIS; GRADIENT METHODS; LYAPUNOV METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PERFORMANCE; PERTURBATION TECHNIQUES; POISSON EQUATION; PROBABILITY; STATE SPACE METHODS; VECTORS;

CONTINUOUS BOUNDED FUNCTION; GRADIENT ESTIMATOR; PERTURBATION REALIZATION; REALIZATION FACTOR; TRANSITION PROBABILITY MATRIX; WEAK DERIVATIVES;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0036646845     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.800648.     Document Type: Article

References (9)

1. The MacLaurin series for performance functions of Markov chains
2. The relations among potentials, perturbation analysis, and Markov decision processes
3. Potentials, perturbation realization, and sensitivity analysis of Markov processes
4. Infinitesimal perturbation analysis for queueing networks with general service time distributions