Perturbation analysis of inhomogeneous finite Markov chains
DOI10.1017/APR.2015.16zbMATH Open1337.60181OpenAlexW2293706635WikidataQ59254859 ScholiaQ59254859MaRDI QIDQ2806356FDOQ2806356
Authors: Haralambie Leahu, Andreas Löpker, Bernd Heidergott, Georg Ch. Pflug 
Publication date: 17 May 2016
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1457466165
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Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)
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Cited In (11)
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS
- Title not available (Why is that?)
- Title not available (Why is that?)
- Sensitivity analysis of stationary performance measures for Markov chains
- An analytical method for the analysis of inhomogeneous continuous Markov processes with piecewise constant transition intensities
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION
- Intervene in advance or passively? Analysis and application on congestion control of smart grid
- Limiting characteristics of queueing systems with vanishing perturbations
- Perturbation analysis of continuous‐time absorbing Markov chains
- Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case
- A perturbation analysis of Markov chains models with time-varying parameters
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