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

DOI10.1109/9.754837zbMath0958.60066OpenAlexW2154454517MaRDI QIDQ4506731

Feng-Sheng Tu, Zikuan Liu

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.754837

zbMATH Keywords

sensitivity analysisMarkov processuniformization

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03) Continuous-time Markov processes on discrete state spaces (60J27)

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