Steady-State Sensitivity Analysis of Continuous Time Markov Chains (Q4620320)

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scientific article; zbMATH DE number 7015601
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Steady-State Sensitivity Analysis of Continuous Time Markov Chains
scientific article; zbMATH DE number 7015601

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    Steady-State Sensitivity Analysis of Continuous Time Markov Chains (English)
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    8 February 2019
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    continuous time Markov chains
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    stochastic simulation
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    Poisson equation
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    steady-state sensitivity
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    likelihood ratio method
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    variance reduction
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    stochastic reaction networks
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