Performance sensitivities for parameterized Markov systems
Xiren CAO
Junyu ZHANG
摘要：It is known that the performance potentials (or equivalently, perturbation realization factors) can be used as building blocks for performance sensitivities of Markov systems. In parameterized systems, the changes in parameters may only affect some states, and the explicit transition probability matrix may not be known. In this paper, we use an example to show that we can use potentials to construct performance sensitivities in a more flexible way; only the potentials at the affected states need to be estimated, and the transition probability matrix need not be known. Policy iteration algorithms, which are simpler than the standard one, can be established.
机标关键词：transition probabilityperformance potentialsbuilding blocks
分类号：O1(数学)
论文发表日期：2004-01-01
在线出版日期：2025-08-15（本平台首次上网日期，不代表文献的发表时间）
页数：4( 65-68 )
英文信息