A single sample path-based performance sensitivity formula for Markov chains.
Xi-Ren CaoXue-Ming YuanLi QiuPublished in: IEEE Trans. Autom. Control. (1996)
Keyphrases
- markov chain
- steady state
- transition probabilities
- finite state
- markov model
- state space
- stationary distribution
- monte carlo
- random walk
- probabilistic automata
- stochastic process
- markov processes
- transition matrix
- markov process
- monte carlo simulation
- monte carlo method
- markov models
- single server
- queueing theory
- stochastic model
- non stationary
- sufficient conditions
- least squares