Title :
Extensions of infinitesimal perturbation analysis
Author :
Ho, Yu-chi ; Li, Shu
Author_Institution :
Div. of Appl. Sci., Harvard Univ., Cambridge, MA, USA
fDate :
5/1/1988 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
