Perturbation analysis of inhomogeneous finite Markov chains
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Publication:2806356
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- A survey of product-integration with a view toward application in survival analysis
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- Measure-valued differentiation for Markov chains
- On existence of limiting distribution for time-nonhomogeneous countable Markov process
- On strong product integration
- On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
- Perturbations of positive semigroups with applications
- Retrial Queues
- Sensitivity analysis of discrete event systems by the push out method
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- The Sensitivity of the Matrix Exponential
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- Weak Differentiability of Product Measures
Cited in
(11)- Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case
- 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
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- Sensitivity analysis of stationary performance measures for Markov chains
- Perturbation analysis of continuous‐time absorbing Markov chains
- scientific article; zbMATH DE number 1594525 (Why is no real title available?)
- Intervene in advance or passively? Analysis and application on congestion control of smart grid
- Limiting characteristics of queueing systems with vanishing perturbations
- A perturbation analysis of Markov chains models with time-varying parameters
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS
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