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
Link To Document