• DocumentCode
    764789
  • Title

    Extensions of infinitesimal perturbation analysis

  • Author

    Ho, Yu-chi ; Li, Shu

  • Author_Institution
    Div. of Appl. Sci., Harvard Univ., Cambridge, MA, USA
  • Volume
    33
  • Issue
    5
  • fYear
    1988
  • fDate
    5/1/1988 12:00:00 AM
  • Firstpage
    427
  • Lastpage
    438
  • Abstract
    An extension of the concept of perturbation analysis (PA) is introduced that can be applied to cases where sample path discontinuity with respect to system parameters has prevented the application of simple PA rules. Both Markov and generalized semi-Markov processes are considered. The robustness of the extended PA is examined and it is found to be sufficiently robust
  • Keywords
    Markov processes; perturbation techniques; Markov processes; infinitesimal perturbation analysis; path discontinuity; robustness; Application software; Communication networks; Computer aided manufacturing; Computer networks; Flexible manufacturing systems; Optimal control; Random processes; Stochastic processes; Time measurement; Transportation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.1221
  • Filename
    1221