Strong bounds on perturbations
暂无分享,去创建一个
[1] P. Schweitzer. Perturbation theory and finite Markov chains , 1968 .
[2] H. Kushner,et al. Estimation of the derivative of a stationary measure with respect to a control parameter , 1992 .
[3] Arie Hordijk,et al. Average, Sensitive and Blackwell Optimal Policies in Denumerable Markov Decision Chains with Unbounded Rewards , 1988, Math. Oper. Res..
[4] A. Hordijk,et al. Taylor series expansions for stationary Markov chains , 2003, Advances in Applied Probability.
[5] N. V. Kartashov. Strong Stable Markov Chains , 1996 .
[6] Zbigniew Semadeni,et al. Banach spaces of continuous functions , 1971 .
[7] Arie Hordijk,et al. Single-run gradient estimation via measure-valued differentiation , 2004, IEEE Transactions on Automatic Control.
[8] George Ch. Pflug,et al. Optimization of Stochastic Models , 1996 .
[9] Djamil Aïssani,et al. Performance analysis approximation in a queueing system of type M/G/1 , 2006, Math. Methods Oper. Res..
[10] Arie Hordijk,et al. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards , 1999, Math. Methods Oper. Res..
[11] Richard L. Tweedie,et al. Markov Chains and Stochastic Stability , 1993, Communications and Control Engineering Series.
[12] C. D. Meyer,et al. Comparison of perturbation bounds for the stationary distribution of a Markov chain , 2001 .
[13] S. Lippman. On Dynamic Programming with Unbounded Rewards , 1975 .
[14] Bernd Heidergott,et al. Differentiability of product measures , 2008 .
[15] W. Rudin. Principles of mathematical analysis , 1964 .