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Volumn 34, Issue 1, 2003, Pages 63-71

Performance optimization of continuous-time Markov control processes based on performance potentials

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; MARKOV PROCESSES; POISSON EQUATION;

EID: 0142196586     PISSN: 00207721     EISSN: None     Source Type: Journal    
DOI: 10.1080/0020772031000115641     Document Type: Article
Times cited : (21)

References (10)
  • 1
    • 0002801896 scopus 로고    scopus 로고
    • Multiplicative ergodicity and large deviations for an irreducible Markov chain
    • BALAJI, S., and MEYN, S. P., 2000, Multiplicative ergodicity and large deviations for an irreducible Markov chain. Stochastic Processes and their Applications, 90, 123-144.
    • (2000) Stochastic Processes and their Applications , vol.90 , pp. 123-144
    • Balaji, S.1    Meyn, S.P.2
  • 3
    • 0032027940 scopus 로고    scopus 로고
    • The relations among potentials, perturbation analysis, and Markov decision processes
    • CAO, X. R., 1998, The relations among potentials, perturbation analysis, and Markov decision processes. Discrete Event Dynamic Systems: Theory and Applications, 8, 71-78.
    • (1998) Discrete Event Dynamic Systems: Theory and Applications , vol.8 , pp. 71-78
    • Cao, X.R.1
  • 4
    • 0033247533 scopus 로고    scopus 로고
    • Single sample path-based optimization of Markov chains
    • CAO, X. R., 1999, Single sample path-based optimization of Markov chains. Journal of Optimization Theory and Applications, 100, 527-548.
    • (1999) Journal of Optimization Theory and Applications , vol.100 , pp. 527-548
    • Cao, X.R.1
  • 5
    • 0033884215 scopus 로고    scopus 로고
    • A unified approach to Markov decision problems and performance sensitivity analysis
    • CAO, X. R., 2000, A unified approach to Markov decision problems and performance sensitivity analysis. Automatica, 36, 771-774.
    • (2000) Automatica , vol.36 , pp. 771-774
    • Cao, X.R.1
  • 6
    • 0031258478 scopus 로고    scopus 로고
    • Potentials, perturbation realization, and sensitivity analysis of Markov processes
    • CAO, X. R., and CHEN, H. F., 1997, Potentials, perturbation realization, and sensitivity analysis of Markov processes. IEEE Transactions on Automatic Control, 42, 1382-1393.
    • (1997) IEEE Transactions on Automatic Control , vol.42 , pp. 1382-1393
    • Cao, X.R.1    Chen, H.F.2
  • 7
    • 0030522182 scopus 로고    scopus 로고
    • A Lyapunov bound for solutions of Poisson's equation
    • GLYNN, P. W., and MEYN, S. P., 1996, A Lyapunov bound for solutions of Poisson's equation. Annals of Probability, 24, 916-931.
    • (1996) Annals of Probability , vol.24 , pp. 916-931
    • Glynn, P.W.1    Meyn, S.P.2
  • 10
    • 0037829804 scopus 로고    scopus 로고
    • Algorithms of decentralized optimization for a class of closed queuing network by using performance potentials
    • ZHOU, Y. P., YIN, B. Q., XI, H. S., TAN, X. B., and SUN, D. M., 2000, Algorithms of decentralized optimization for a class of closed queuing network by using performance potentials. Journal of University of Science and Technology of China, 30, 151-157.
    • (2000) Journal of University of Science and Technology of China , vol.30 , pp. 151-157
    • Zhou, Y.P.1    Yin, B.Q.2    Xi, H.S.3    Tan, X.B.4    Sun, D.M.5


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.