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The Relations Among Potentials, Perturbation Analysis, and Markov Decision Processes

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References

2014Introduction to Stochastic Processes2,383 cited
1997Perturbation realization, potentials, and sensitivity analysis of Markov processes208 cited
1998Algorithms for sensitivity analysis of Markov systems through potentials and perturbation realization69 cited
1994Smoothed perturbation analysis derivative estimation for Markov chains30 cited

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2008Event-Based Optimization of Markov Systems44 cited
2003Gradient-based policy iteration: an example14 cited
2004An Algorithmic Approach for Sensitivity Analysis of Perturbed Quasi-Birth-and-Death Processes13 cited

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