Single sample path based optimization of Markov systems: examples and algorithms
暂无分享,去创建一个
[1] Rajan Suri,et al. Single Run Optimization of Discrete Event Simulations—An Empirical Study Using the M/M/l Queue , 1989 .
[2] M. K. Ghosh,et al. Discrete-time controlled Markov processes with average cost criterion: a survey , 1993 .
[3] E. Chong,et al. Stochastic optimization of regenerative systems using infinitesimal perturbation analysis , 1994, IEEE Trans. Autom. Control..
[4] Dimitri P. Bertsekas,et al. Dynamic Programming and Optimal Control, Two Volume Set , 1995 .
[5] Stephen M. Robinson,et al. Sample-path optimization of convex stochastic performance functions , 1996, Math. Program..
[6] Xi-Ren Cao,et al. Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization , 1998, IEEE Trans. Control. Syst. Technol..