Sensitivity Analysis of Continuous Time Markov Chains Using Uniformization.

Philip Heidelberger Ambuj Goyal

Published in: Computer Performance and Reliability (1987)

Keyphrases

sensitivity analysis
continuous time markov chains
markov processes
poisson distribution
numerically stable
managerial insights
influence diagrams
variational inequalities
stochastic processes
markov chain
decision variables
image segmentation
markov process
reinforcement learning
non stationary
random fields