Addendum to ';extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework';

作者：Fu Michael C^*; Hu Jian Qiang

来源：IEEE Transactions on Automatic Control, 1995, 40(7): 1286-1287.

DOI：10.1109/9.400475

• Boundedness condition
• Hazard rate functions
• Smoothed perturbation analysis

In the above article, smoothed perturbation analysis (SPA) estimators for a class of quite general discrete-event systems in a generalized semi-Markov process framework were derived and unbiasedness of the estimators proved. A key assumption used in the proofs required that the distributions have bounded hazard rate functions. Here, we remove this assumption and in addition provide simplified proofs.

• 出版日期1995