Perturbation analysis for denumerable Markov chains with application to queueing models

109 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Risk-Constrained Reinforcement Learning with Percentile Risk Criteria (2015, methodology): “By applying Theorem 2 in Altman et al. (2004) (or Theorem 3.1 in Shardlow and Stuart (2000)), it can be seen that the occupation measure πθγ of the process (xk, sk) is continuously differentiable in θ. Recall from Assumption 3 in Section 2.2 that ∇θµ(ak|xk, sk; θ) is a Lipschitz function in θ for…”