By Topic

Consistent algorithm for sensitivity estimation of Markov discrete event dynamic system

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Jiang-hua Zhou ; Inst. of Syst. Eng., Xi''an Jiaotong Univ., China ; Gang Xiao

Based on the characteristic of state transaction of Markov discrete event dynamic system (DEDS), efficient simulation algorithm for performance sensitivity estimation of such system is designed. The proposed algorithm can give consistent and reliable results for both steady state and transient sensitivity estimation, and has the advantage of easy implementation. The core formulae of our algorithm show that performance sensitivity of Markov discrete event dynamic system is the sum of the estimation obtained from both smoothed perturbation analysis (SPA) and likelihood ratios method (LR), therefore singly using any one of them usually cannot give consistent and reliable result. Finally, a two-server cyclic network is used as example to validate the proposed algorithm, both transient and steady state system performance sensitivities are estimated. The results are consistent and fit well with the theoretical values.

Published in:

Machine Learning and Cybernetics, 2003 International Conference on  (Volume:2 )

Date of Conference:

2-5 Nov. 2003