| 引用本文: | 李衍杰, 殷保群, 奚宏生, 周亚平, 代桂平.半Markov过程基于性能势的灵敏度分析和性能优化[J].控制理论与应用,2004,21(6):1032~1035.[点击复制] |
| LI Yan-jie, YIN Bao-qun, XI Hong-sheng, ZHOU Ya-ping, DAI Gui-ping.Sensitivity analysis and performance optimization of semi-Markov processes based on performance potentials[J].Control Theory and Technology,2004,21(6):1032~1035.[点击复制] |
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| 半Markov过程基于性能势的灵敏度分析和性能优化 |
| Sensitivity analysis and performance optimization of semi-Markov processes based on performance potentials |
| 摘要点击 1714 全文点击 1530 |
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| DOI编号 |
| 2004,21(6):1032-1035 |
| 中文关键词 半Markov过程 性能势 灵敏度分析 最优性方程 |
| 英文关键词 semi-Markov process performance potential sensitivity analysis optimality equation |
| 基金项目 国家自然科学基金项目 (60274012); 安徽省自然科学基金项目 (01042308) |
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| 中文摘要 |
| 基于性能势的方法 ,研究了一类半Markov过程 (SMP)的性能灵敏度分析和平均费用下的性能优化问题 .将SMP转化为与之等价的离散时间Markov链 (DTMC) ,利用DTMC的性能势 ,对SMP进行灵敏度分析和性能优化 ,得到了SMP基于DTMC性能势的灵敏度分析公式和最优性方程 .最后给出了一个数值例子以表明该方法的应用 . |
| 英文摘要 |
| Based on performance potential theories,the sensitivity analysis and performance optimization of the semi-Markov process(SMP) under the average cost criterion are studied.By applying the transformation of the SMP to the discrete-time Markov chain(DTMC),the potential of the DTMC is used to obtain the sensitivity formula and optimality equation of SMP.Finally,a numerical example is provided to illustrate the applicability of the method. |
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