Sensitivity analysis for finite Markov chains in discrete time.
Gert De CoomanFilip HermansErik QuaeghebeurPublished in: UAI (2008)
Keyphrases
- sensitivity analysis
- markov chain
- steady state
- markov processes
- finite state
- managerial insights
- state space
- markov process
- monte carlo
- markov model
- transition probabilities
- stochastic process
- stationary distribution
- influence diagrams
- random walk
- variational inequalities
- monte carlo method
- transition matrix
- probabilistic automata
- information theory
- finite number
- learning algorithm
- fixed point
- optimal policy
- finite automata
- search algorithm