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Sample-path based performance sensitivity construction of semi-Markov systems

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this note, we study the sample-path-based construction of performance sensitivities of discrete time semi-Markov chains (SMCs). With a sample path of SMCs, we show that the performance sensitivities of SMCs can be constructed intuitively by the first principle. This results directly extends the potential structure of discrete time Markov chains to semi-Markov models by introducing an extended perturbation realization factor.

Original languageEnglish
Title of host publicationProceedings of the 35th Chinese Control Conference, CCC 2016
EditorsJie Chen, Qianchuan Zhao, Jie Chen
PublisherIEEE Computer Society
Pages2449-2453
Number of pages5
ISBN (Electronic)9789881563910
DOIs
StatePublished - 26 Aug 2016
Externally publishedYes
Event35th Chinese Control Conference, CCC 2016 - Chengdu, China
Duration: 27 Jul 201629 Jul 2016

Publication series

NameChinese Control Conference, CCC
Volume2016-August
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference35th Chinese Control Conference, CCC 2016
Country/TerritoryChina
CityChengdu
Period27/07/1629/07/16

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