Single sample path-based sensitivity analysis of Markov processes using uniformization.

Zikuan Liu Fengsheng Tu

Published in: IEEE Trans. Autom. Control. (1999)

Keyphrases

sensitivity analysis
markov processes
managerial insights
markov chain
markov process
variational inequalities
stochastic processes
influence diagrams
non stationary
random fields
search algorithm
random walk
continuous time bayesian networks