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A Comprehensive Performance Evaluation on Iterative Algorithms for Sensitivity Analysis of Continuous-Time Markov Chains.
Yepeng Cheng
Hiroyuki Okamura
Tadashi Dohi
Published in:
IEICE Trans. Fundam. Electron. Commun. Comput. Sci. (2020)
Keyphrases
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sensitivity analysis
iterative algorithms
continuous time markov chains
markov processes
managerial insights
influence diagrams
poisson distribution
dual formulation
numerically stable
variational inequalities
reinforcement learning
pairwise
linear combination
decision variables