Constructing Performance Sensitivities with Sample Paths in Continuous-time Markov Systems

Fang Cao 0003, Xi-Ren Cao. Constructing Performance Sensitivities with Sample Paths in Continuous-time Markov Systems. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 1069-1074, IEEE, 2006. [doi]

Abstract

Abstract is missing.