Perturbation realization, potentials, and sensitivity analysis of Markov processes (Q4368697)

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scientific article; zbMATH DE number 1094906
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Perturbation realization, potentials, and sensitivity analysis of Markov processes
scientific article; zbMATH DE number 1094906

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    Perturbation realization, potentials, and sensitivity analysis of Markov processes (English)
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    29 June 1998
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    perturbation analysis
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    different initial states
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    performance potentials
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    Lyapunov equation
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    Poisson equation
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    performance sensitivities
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    sample path of a Markov process
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