Gradient estimates for the performance of markov chains and discrete event processes.
Georg Ch. PflugPublished in: Ann. Oper. Res. (1992)
Keyphrases
- markov chain
- discrete event
- dynamic systems
- simulation model
- steady state
- confidence intervals
- transition probabilities
- markov process
- finite state
- monte carlo
- stochastic process
- crisis response
- discrete event simulation
- stationary distribution
- markov processes
- weighted sums
- multiple faults
- monte carlo method
- supervisory control
- state space
- random walk
- transition matrix
- markov model
- probabilistic automata
- assemble to order systems
- stochastic processes
- mathematical model
- complex systems
- search space