Sensitivity analysis of discrete Markov chains via matrix calculus

DOI10.1016/J.LAA.2011.07.046MaRDI QIDQ1940324zbMATH OpenOpenAlexWikidataFDO

Authors Hal Caswell

Publication date 6 March 2013

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2011.07.046

zbMATH Keywords

community dynamicsdemographyelasticitylife expectancylife lost to mortalitypopulation modelssensitivity

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cited in

(15)

• Exact formula for sensitivity analysis of Markov chains
• A simplified matrix formulation for sensitivity analysis of hidden Markov models
• Occupancy time in sets of states for demographic models
• Sensitivity of finite Markov chains under perturbation
• Sensitivity analysis of periodic matrix population models
• Multi-dimensional stability analysis for analytic network process models
• Load balancing for Markov chains with a specified directed graph
• scientific article; zbMATH DE number 7446610 (Why is no real title available?)
• Gradient estimation for smooth stopping criteria
• Perturbation and Inverse Problems of Stochastic Matrices
• Sensitivity analysis of the recovery time for a population under the impact of an environmental disturbance
• Assigning stationary distributions to sparse stochastic matrices
• A note on the vec operator applied to unbalanced block-structured matrices
• Stationary probabilities and the monotone likelihood ratio in bonus-malus systems
• Estimating the prevalence of terrorism under control policies. A statistical modelling approach

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