| 半Markov过程基于性能势的灵敏度分析和性能优化 |
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| 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 |
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| 作者姓名： | 李衍杰 殷保群 奚宏生 周亚平 代桂平 |
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| 作者单位： | 中国科学技术大学,自动化系,安徽,合肥,230027;中国科学技术大学,管理科学系,安徽,合肥,230027 |
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| 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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| 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 .
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| 关 键 词： | 半Markov过程 性能势 灵敏度分析 最优性方程 |
| 文章编号： | 1000-8152(2004)06-1032-04 |
Sensitivity analysis and performance optimization of semi-Markov processes based on performance potentials |
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| 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 & Applications, 2004, 21(6): 1032-1035 |
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| Authors: | LI Yan-jie YIN Bao-qun XI Hong-sheng ZHOU Ya-ping DAI Gui-ping |
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| Affiliation: | Department of Automation,University of Science and Technology of China,Hefei Anhui 230027,China; Department of Management Science,University of Science and Technology of China,Hefei Anhui 230027,China |
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| Abstract: | 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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| Keywords: | semi-Markov process performance potential sensitivity analysis optimality equation |
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