Constructing Performance Sensitivities of Markov Systems with Potentials as Building Blocks

Proceedings of the IEEE Conference on Decision and Control

Volumn 5, Issue , 2003, Pages 4405-4409

  Cao, Xi Ren ^a  

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

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PERTURBATION TECHNIQUES; PROBABILITY; SENSITIVITY ANALYSIS;

MARKOV DECISION PROCESSES; REINFORCEMENT LEARNING;

CONTROL SYSTEM ANALYSIS;

EID: 1542350287     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2003.1272203     Document Type: Conference Paper

References (5)

1. X. R. Cao, Realization Probabilities: The Dynamics of Queueing Systems, Springer-Verlag, New York, 1994.
2. X. R. Cao and H. F. Chen, "Potentials, Perturbation Realization, and Sensitivity Analysis of Markov Processes," IEEE Transactions on AC, Vol. 42, 1382-1393, 1997.
3. C. G. Cassandras and S. Lafortune, Introduction to Discrete Event Systems, Kluwer Academic Publishers, 1999.
4. Y. C. Ho and X. R. Cao, Perturbation Analysis of Discrete-Event Dynamic Systems, Kluwer Academic Publisher, Boston, 1991.
5. R. S. Sutton and A. G. Barto, Reinforcement Learning: An Introduction, MIT Press, Cambridge, MA, 1998.