Steady-State Sensitivity Analysis of Continuous Time Markov Chains.
Ting WangPetr PlechácPublished in: SIAM J. Numer. Anal. (2019)
Keyphrases
- steady state
- sensitivity analysis
- continuous time markov chains
- markov processes
- markov chain
- poisson distribution
- markov process
- queueing model
- managerial insights
- numerically stable
- arrival rate
- product form
- explicit expressions
- variational inequalities
- queueing networks
- stochastic process
- stationary distribution
- heavy traffic
- transition probabilities
- queue length
- state space
- random walk
- state dependent
- machine learning
- field effect transistors
- queue size
- search algorithm