Efficient Sensitivity Analysis for Parametric Robust Markov Chains.
Thom S. BadingsSebastian JungesAhmadreza MarandiUfuk TopcuNils JansenPublished in: CAV (3) (2023)
Keyphrases
- sensitivity analysis
- markov chain
- finite state
- transition probabilities
- managerial insights
- steady state
- markov process
- markov model
- markov processes
- monte carlo
- stochastic process
- influence diagrams
- monte carlo simulation
- state space
- variational inequalities
- transition matrix
- linear programming
- stationary distribution
- monte carlo method
- probabilistic automata