Sensitivity analysis in stochastic flow networks using the Monte Carlo method.
Christos AlexopoulosGeorge S. FishmanPublished in: Networks (1993)
Keyphrases
- sensitivity analysis
- monte carlo method
- monte carlo
- markov chain
- managerial insights
- influence diagrams
- posterior distribution
- flow network
- genetic algorithm
- variational inequalities
- bayesian learning
- parameter estimation
- em algorithm
- maximum likelihood estimation
- generalized gaussian
- dynamic programming
- reinforcement learning