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Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics.
Paul Dupuis
Markos A. Katsoulakis
Yannis Pantazis
Petr Plechác
Published in:
SIAM/ASA J. Uncertain. Quantification (2016)
Keyphrases
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sensitivity analysis
managerial insights
upper bound
information sources
stochastic nature
user interaction
neural network
prior knowledge
worst case
information extraction
domain knowledge
spatial information
information sharing
higher dimensional
information space
lower bound
decision making