Single sample path-based sensitivity analysis of Markov processes using uniformization

DOI10.1109/9.754837zbMath0958.60066MaRDI QIDQ4506731

Feng-Sheng Tu, Zikuan Liu

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.754837

zbMATH Keywords

sensitivity analysis; Markov process; uniformization

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E03: Stochastic systems in control theory (general)

60J27: Continuous-time Markov processes on discrete state spaces

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