Sensitivity analysis for finite Markov chains in discrete time.
Gert de CoomanFilip HermansErik QuaeghebeurPublished in: CoRR (2014)
Keyphrases
- sensitivity analysis
- markov chain
- finite state
- steady state
- managerial insights
- markov processes
- transition probabilities
- random walk
- monte carlo
- stationary distribution
- state space
- monte carlo method
- markov process
- variational inequalities
- markov model
- stochastic process
- influence diagrams
- finite number
- assemble to order systems
- decision variables
- finite automata
- transition matrix
- machine learning