Relationship between perturbation realization factors with queueing models and Markov models

IEEE Transactions on Automatic Control

Volumn 51, Issue 10, 2006, Pages 1699-1704

  Xia, Li ^a   Cao, Xi Ren ^b  

^a TSINGHUA UNIVERSITY   (China)

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

Author keywords

Markov decision processes (MDPs); Performance potential; Perturbation analysis (PA); Perturbation realization factor; Queueing systems

Indexed keywords

DECISION THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; QUEUEING THEORY;

MARKOV DECISION PROCESSES; PERFORMANCE POTENTIAL; PERTURBATION REALIZATION FACTOR;

PERTURBATION TECHNIQUES;

EID: 33750102921     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2006.883022     Document Type: Article

References (10)

1. X. R. Cao, Realization Probabilities - The Dynamics of Queueing Systems. New York: Springer-Verlag, 1994.
2. X. R. Cao and H. F. Chen, "Potentials, perturbation realization, and sensitivity analysis of Markov processes," IEEE Trans. Autom. Control, vol. 42, no. 10, pp. 1382-1393, Oct. 1997.
3. C. G. Cassandras, Y. Wardi, B. Melamed, G. Sun, and C. G. Panayiotou, "Perturbation analysis for online control and optimization of stochastic fluid models," IEEE Trans. Autom. Control, vol. 47, no. 8, pp. 1234-1248, Aug. 2002.
4. H. Chen and D. D. Yao, Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization. New York: Springer-Verlag, 2001.
5. E. K. P. Chong and S. H. Zak, An Introduction to Optimization. New York: Wiley, 2001.
6. W. J. Gordon and G. F. Newell, "Closed queueing systems with exponential servers," Oper. Res., vol. 15, pp. 252-265, 1967.
7. Y. C. Ho and X. R. Cao, Perturbation Analysis of Discrete-Event Dynamic Systems. Boston, MA: Kluwer, 1991.
8. J. R. Jackson, "Jobshop-like queueing systems," Manage. Sci., vol. 10, pp. 132-142, 1963.
9. L. Kleinrock, Queueing Systems. New York: Wiley, 1975.
10. D. D. Yao and Z. Schechner, "Decentralized control of service rates in a closed Jackson network," IEEE Trans. Autom. Control, vol. 34, no. 2, pp. 236-240, Feb. 1989.