Efficient Sensitivity Analysis for Parametric Robust Markov Chains.
Thom S. BadingsSebastian JungesAhmadreza MarandiUfuk TopcuNils JansenPublished in: CoRR (2023)
Keyphrases
- sensitivity analysis
- markov chain
- steady state
- finite state
- managerial insights
- random walk
- markov model
- transition probabilities
- stationary distribution
- markov processes
- influence diagrams
- state space
- monte carlo simulation
- variational inequalities
- monte carlo
- stochastic process
- monte carlo method
- maximum entropy
- transition matrix
- probabilistic automata