An “Augmented Chain” Approach for On-Line Sensitivity Analysis of Markov Processes
[C13]Cassandras, C.G., and Strickland, S.G.,
An “Augmented Chain” Approach for On-Line Sensitivity Analysis of Markov Processes
Proc. 26th IEEE Conf. Decision and Control , pp. 1873-1878, December 1987.
