Gradient analysis of Markov-type control schemes and its applications

Emmanuel Yashchin

Gradient analysis of Markov-type control schemes and its applications

2019

Emmanuel Yashchin

AbstractThis paper presents formulas for gradients of the Average Run Length (ARL) and other Run Length characteristics by control scheme parameters, in the context of Markov Chain approach to anal...

Keywords:

Mathematics
Statistics
Applied mathematics
Statistical process control
average run length
Gradient analysis
Markov chain

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